Non-parametric method for European option bounds
Hsuan-Chu Lin; Ren-Raw Chen; Oded Palmon
| Year of publication: |
2012
|
|---|---|
| Authors: | Lin, Hsuan-chu ; Chen, Ren-Raw ; Palmon, Oded |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 38.2012, 1, p. 109-129
|
| Subject: | Option bounds | Non-parametric | Black-Scholes model | Black-Scholes-Modell | Nichtparametrisches Verfahren | Nonparametric statistics | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Derivat | Derivative |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009507969