Non-parametric method for European option bounds
| Year of publication: |
2012
|
|---|---|
| Authors: | Lin, Hsuan-Chu ; Chen, Ren-Raw ; Palmon, Oded |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 38.2012, 1, p. 109-130
|