Third-order extensions of Lo's semiparametric bound for European call options
Year of publication: |
2009
|
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Authors: | Zuluaga, Luis F. ; Peña, Javier ; Du, Donglei |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 198.2009, 2 (16.10.), p. 557-570
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Subject: | EU-Staaten | EU countries | Optionspreistheorie | Option pricing theory | Nichtparametrisches Verfahren | Nonparametric statistics | Optionsgeschäft | Option trading |
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