Author:
Bayraktar Erhan,Milevsky Moshe A.,David Promislow S.,Young Virginia R.
Subject
Applied Mathematics,Control and Optimization,Economics and Econometrics
Reference35 articles.
1. Coherent measures of risk;Artzner;Mathematical Finance,1999
2. Pricing options in incomplete equity markets via the instantaneous Sharpe ratio;Bayraktar;Annals of Finance,2008
3. The fair value of guaranteed annuity options;Biffis;Scandinavian Actuarial Journal,2006
4. Arbitrage Theory in Continuous Time;Björk,2004
5. Towards a general theory of good deal bounds;Björk;Review of Finance,2006
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56 articles.
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