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Stochastic dominance arguments and the bounding of the generalized concave option price
Henin, Claude - In: The journal of futures markets 18 (1998) 6, pp. 629-670
Persistent link: https://www.econbiz.de/10001249193
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Bounding the generalized convex call price
Henin, Claude - In: The European journal of finance 2 (1996) 3, pp. 239-259
Persistent link: https://www.econbiz.de/10001210193
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The use of second-order stochastic dominance to bound European call prices : theory and results
Henin, Claude; Pistre, Nathalie - In: Numerical methods in finance, (pp. 305-326). 2008
Persistent link: https://www.econbiz.de/10003723956
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Model misspecification analysis for bond options and Markovian hedging strategies
Bossy, Mireille; Gibson, Rajna; Lhabitant, François-Serge - In: Review of derivatives research 9 (2006) 2, pp. 109-135
Persistent link: https://www.econbiz.de/10003608131