SSRN Electronic Journal · 1998 · 214 citations · 0 references
BusinessEconomicsFinanceAsset PricingFinancial EconomicsStochastic ProcessesArbitrage PricingAsset PricesAsset Pricing TheoryOption PricingOption Pricing ModelsOptions MarketsArbitrage BoundContinuous-time Economic ModelsIncomplete Asset MarketsIncomplete Markets Asset PricingIncomplete Markets ModelsOption Pricing TheorySharpe Ratio BoundsStochastic Volatility Models