On stochastic dominance and decreasing absolute risk averse option pricing bounds

Peter Ritchken and Shyanjaw Kuo

Year of publication:	1989
Authors:	Ritchken, Peter H.
Other Persons:	Kuo, Shyanjaw (contributor)
Published in:	Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 35.1989, 1, p. 51-59
Subject:	Derivat \| Derivative \| Mathematische Optimierung \| Mathematical programming \| Theorie \| Theory

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