Minimum Option Prices Under Decreasing Absolute Risk Aversion
| Year of publication: |
1999
|
|---|---|
| Authors: | Mathur, Kamlesh ; Ritchken, Peter |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 3.1999, 2, p. 135-156
|