Third-order extensions of Lo's semiparametric bound for European call options (Q1026788): Difference between revisions

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Property / author: Javier F. Peña / rank
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Property / author: Dong-lei Du / rank
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Property / author: Javier F. Peña / rank
 
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Property / author: Dong-lei Du / rank
 
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Latest revision as of 16:52, 1 July 2024

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Third-order extensions of Lo's semiparametric bound for European call options
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    Third-order extensions of Lo's semiparametric bound for European call options (English)
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    29 June 2009
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    applied probability
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    option pricing
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    inventory management
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    stop-loss premium
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    third moment
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