On the Upper Bound of a Call Option.
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- Review of Derivatives Research, 2005, v. 8, n. 2, p. 85, doi. 10.1007/s11147-005-0381-6
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Works matching IS 13806645 AND DT 2005 AND VI 8 AND IP 2
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2
Options with Constant Underlying Elasticity in Strikes.
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- Review of Derivatives Research, 2005, v. 8, n. 2, p. 67, doi. 10.1007/s11147-005-3850-z
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- Article
3
Option Prices Under Generalized Pricing Kernels.
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- Review of Derivatives Research, 2005, v. 8, n. 2, p. 97, doi. 10.1007/s11147-005-3852-x
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- Article