Extensions of Lo’s Semiparametric Bound for European Call Options
Year of publication: |
2006-01-01
|
---|---|
Authors: | Zuluaga, Luis F. ; Peña, Javier F. ; Du, Donglei |
Publisher: |
Research Showcase |
Subject: | Economic Policy | Industrial Organization |
-
Efimova, Elena G., (2014)
-
Production networks and economic policy
Grassi, Basile, (2019)
-
Zheng, Dan, (2011)
- More ...
-
Static-Arbitrage Bounds on the Prices of Basket Options via Linear Programming
Peña, Javier F., (2006)
-
Exploiting equalities in polynomial programming
Peña, Javier F., (2008)
-
An estimation-free, robust conditional value-at-risk portfolio allocation model
Jabbour, Carlos, (2008)
- More ...