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Pricing options in incomplete equity markets via the instantaneous Sharpe ratio
Bayraktar, Erhan
;
Young, Virginia
- In:
Annals of Finance
4
(
2008
)
4
,
pp. 399-429
Persistent link: https://www.econbiz.de/10005701359
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No arbitrage conditions for simple trading strategies
Bayraktar, Erhan
;
Sayit, Hasanjan
- In:
Annals of Finance
6
(
2010
)
1
,
pp. 147-156
Persistent link: https://www.econbiz.de/10008577986
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