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Markets, Profits, Capital, Leverage and Return · Study

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PreprintMarkets, Profits, Capital, Leverage and Return

Peter Carr2010

OA

Preprintgreen2010

Markets, Profits, Capital, Leverage and Return

Peter Carr · Juan Jose Vicente Alvarez · Dilip B. Madan

33 citations·0/0 files stored·SSRN Electronic Journal

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Stochastic processes and financial applications Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

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References

1973The Pricing of Options and Corporate Liabilities 1999Coherent Measures of Risk 1973Theory of Rational Option Pricing 2005Theory of rational option pricing 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 1954Existence of an Equilibrium for a Competitive Economy 2008Existence of an equilibrium for a competitive economy 1998The Variance Gamma Process and Option Pricing

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2014Bid and ask prices as non-linear continuous time G-expectations based on distortions

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Details

Year2010

Typepreprint

Published2010-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations33

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.2139/ssrn.1679503

openalex_workW3123785437

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