Kelly trading and option pricing

Author:

Bermin Hans‐Peter12ORCID,Holm Magnus2

Affiliation:

1. Knut Wicksell Centre for Financial Studies Lund University Lund Sweden

2. Hilbert Capital Valletta Malta

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Reference24 articles.

1. Bermin H.‐P. &Holm M.(2019).Kelly trading and market equilibrium(Working Paper). Knut Wicksell Centre for Financial Studies Lund University.https://lusem.lu.se/media/kwc/working-papers/2019/kwcwp2019_2.pdf

2. Towards a General Theory of Good-Deal Bounds*

3. The Pricing of Options and Corporate Liabilities

4. Beyond Arbitrage: Good‐Deal Asset Price Bounds in Incomplete Markets

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1. The geometry of risk adjustments;Decisions in Economics and Finance;2023-12-15

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