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. - Springer. - Vol. 38.2012, 1, p. 109-129
|
| Publisher: |
Springer |
| Subject: | Option bounds | Non-parametric | Black–Scholes model |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010867728