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Using second order stochastic dominance and linear options to bound non-linear options premia
Henin, Claude; Pistre, Nathalie - In: Advances in investment analysis and portfolio … 5 (1998), pp. 145-180
Persistent link: https://www.econbiz.de/10001404500
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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