Model misspecification and pricing of illiquid claims
Year of publication: |
August 2016
|
---|---|
Authors: | Rubtsov, Alexey |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 18.2016, p. 242-249
|
Subject: | Robust portfolio choice | Pricing illiquid claims | Nontraded assets | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Modellierung | Scientific modelling | CAPM | Liquidität | Liquidity |
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