Alternative methods for determining option bounds : a review and comparison
Cheng Few Lee, Zhaodong Zhong, Tzu Tai, and Hongwei Chuang
| Year of publication: |
2024
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|---|---|
| Authors: | Lee, Cheng F. ; Zhong, Zhaodong ; Tai, Tzu ; Chuang, Hongwei |
| Published in: |
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2. - New Jersey : World Scientific, ISBN 978-981-12-6323-1. - 2024, p. 893-921
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| Subject: | Option bounds | Stochastic dominance | Linear programming | Semi-parametraic | Non-parametric | Incomplete market | American options | European options | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Unvollkommener Markt | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1142/9789811269943_0027 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015046626