Optimizing bounds on security prices in incomplete markets. Does stochastic volatility specification matter?
| Year of publication: |
2013
|
|---|---|
| Authors: | Marroquı´n-Martı´nez, Naroa ; Moreno, Manuel |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 225.2013, 3 (16.3.), p. 429-442
|