메뉴 건너뛰기




Volumn 10, Issue 2, 2006, Pages 221-260

Towards a general theory of good-deal bounds

Author keywords

[No Author keywords available]

Indexed keywords


EID: 33744766745     PISSN: 15723097     EISSN: 1573692X     Source Type: Journal    
DOI: 10.1007/s10679-006-8279-1     Document Type: Article
Times cited : (66)

References (12)
  • 4
    • 4043081259 scopus 로고    scopus 로고
    • Generalised Sharpe ratios and asset pricing in incomplete markets
    • Černý, A. (2003) 'Generalised Sharpe ratios and asset pricing in incomplete markets, European Finance Review 7, 191-233.
    • (2003) European Finance Review , vol.7 , pp. 191-233
    • Černý, A.1
  • 5
    • 0343527285 scopus 로고    scopus 로고
    • Beyond arbitrage: Good-deal asset price bounds in incomplete markets
    • Cochrane, J. and Saá Requejo, J. (2000) Beyond arbitrage: Good-deal asset price bounds in incomplete markets, Journal of Political Economy 108, 79-119.
    • (2000) Journal of Political Economy , vol.108 , pp. 79-119
    • Cochrane, J.1    Saá Requejo, J.2
  • 6
    • 84934563125 scopus 로고
    • Implications of security market data for models of dynamic economies
    • Hansen, L. and Jagannathan, R. (1991) Implications of security market data for models of dynamic economies, Journal of Political Economy 99, 225-262.
    • (1991) Journal of Political Economy , vol.99 , pp. 225-262
    • Hansen, L.1    Jagannathan, R.2
  • 9
    • 34248474317 scopus 로고
    • Option Pricing when the underlying stock returns are discontinuous
    • Merton, R. (1976) Option Pricing when the underlying stock returns are discontinuous, Journal of Financial Economics 5, 125-144.
    • (1976) Journal of Financial Economics , vol.5 , pp. 125-144
    • Merton, R.1
  • 10
    • 33744746115 scopus 로고    scopus 로고
    • A simple linear programming approach to gain, loss and asset pricing
    • Rodriguez, I. (2000) A simple linear programming approach to gain, loss and asset pricing, Topics in Theoretical Economics 2(4).
    • (2000) Topics in Theoretical Economics , vol.2 , Issue.4
    • Rodriguez, I.1
  • 11
    • 21844502575 scopus 로고
    • On the minimal martingale measure and the Föllmer-Schweizer decomposition
    • Schweizer, M. (1995) On the minimal martingale measure and the Föllmer-Schweizer decomposition, Stochastic Analysis and it's Applications 13, 573-599.
    • (1995) Stochastic Analysis and it's Applications , vol.13 , pp. 573-599
    • Schweizer, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.