A call on art investments
type: Item
instance of: scholarly article
title: A call on art investments
zbMATH Open document ID: 1242.91226
author: Roman Kraeussl
author: Christian Wiehenkamp
published in: Review of Derivatives Research
publication date: 2012-07-17T00:00:00Z
Mathematics Subject Classification ID: 91G99
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6057789
zbMATH Keywords: art market
zbMATH Keywords: art index
zbMATH Keywords: alternative investments
zbMATH Keywords: option pricing
MaRDI profile type: Publication
full work available at URL: s11147-011-9061-x
OpenAlex ID: W3121874474
cites work: Pricing options in incomplete equity markets via the instantaneous Sharpe ratio
cites work: The pricing of options and corporate liabilities
cites work: An intertemporal asset pricing model with stochastic consumption and investment opportunities
cites work: Q3613975
DOI: 10.1007/S11147-011-9061-X
description: scientific article; zbMATH DE number 6057789