Kelly trading and option Pricing
Hans-Peter Bermin & Magnus Holm
| Year of publication: |
[2019]
|
|---|---|
| Authors: | Bermin, Hans-Peter ; Holm, Magnus |
| Publisher: |
[Lund] : Lund University, School of Economics and Management |
| Subject: | Option pricing | Incomplete markets | Hansen-Jagannathan bound | Minimal martingale measure | Kelly Indifference price | Kelly Equilibrium | Unvollkommener Markt | Incomplete market | Optionspreistheorie | Option pricing theory | Martingal | Martingale | Derivat | Derivative | CAPM |
freely available
| Extent: | 1 Online-Ressource (circa 17 Seiten) |
|---|---|
| Series: | Knut Wicksell working paper : working papers. - Lund : Lund University, School of Economics and Management, The Knut Wicksell Centre for Financial Studies, ZDB-ID 3005752-8. - Vol. 2019, 3 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012289531