On stochastic dominance and decreasing absolute risk averse option pricing bounds
Peter Ritchken and Shyanjaw Kuo
| Year of publication: |
1989
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|---|---|
| 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
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| Subject: | Derivat | Derivative | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
| 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/10001066766