An options-based approach to analyze auction guarantees in the art market

Auction-house guarantees are becoming a common feature in the art market. We analyze these guarantees within the framework of financial options. This approach allows us to derive analytical (closed-form) expressions to value these positions, considering both, the case in which the painting is sold,...

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Detalles Bibliográficos
Autores principales: Charlin, Ventura, Cifuentes, Arturo
Formato: Artículo (Article)
Idioma:Inglés (English)
Publicado: 2025
Materias:
Acceso en línea:https://repositorio.uc.cl/handle/11534/100648