Asset Pricing in Incomplete Markets: Valuing Gas Storage Capacity

SSRN Electronic Journal
doi 10.2139/ssrn.2653647
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Asset Pricing in Multiperiod Securities Markets

Econometrica
EconomicsEconometrics
1988English

Minimax Asset Price Bounds in Incomplete Markets

SSRN Electronic Journal
2007English

Incomplete Financial Markets and Jumps in Asset Prices

SSRN Electronic Journal
2009English

Option Pricing and Hedging Bounds in Incomplete Markets

Journal of Derivatives & Hedge Funds
2008English

An Experimental Investigation of Asset Pricing in Segmented Markets

Southern Economic Journal
EconomicsEconometrics
2011English

Valuing Customer Relationships: Using the Capital Asset Pricing Model (CAPM) to Incorporate Relationship Risk

Journal of Targeting, Measurement and Analysis for Marketing
2002English

Sharpe-Ratio Pricing and Hedging of Contingent Claims in Incomplete Markets by Convex Programming

Automatica
ControlSystems EngineeringElectricalElectronic Engineering
2008English

An Exact Bayes Test of Asset Pricing Models With Application to International Markets

SSRN Electronic Journal
2001English

Options Prices in Incomplete Markets

ESAIM: Proceedings and Surveys
2017English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy