Pricing options in incomplete equity markets via the instantaneous Sharpe ratio
Work
Year: 2007
Type: article
Source: Annals of Finance
Authors Erhan Bayraktar, Virginia R. Young
Institution University of Michigan–Ann Arbor
Cites: 24
Cited by: 36
Related to: 10
FWCI: 2.788
Citation percentile (by year/subfield): 92.83
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Partnerships for the goals
Open Access status: closed