Third-order extensions of Lo’s semiparametric bound for European call options
| Year of publication: |
2009
|
|---|---|
| Authors: | Zuluaga, Luis F. ; Peña, Javier ; Du, Donglei |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 198.2009, 2, p. 557-570
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