Third-order extensions of Lo's semiparametric bound for European call options (Q1026788): Difference between revisions
From MaRDI portal
Latest revision as of 16:52, 1 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Third-order extensions of Lo's semiparametric bound for European call options |
scientific article |
Statements
Third-order extensions of Lo's semiparametric bound for European call options (English)
0 references
29 June 2009
0 references
applied probability
0 references
option pricing
0 references
inventory management
0 references
stop-loss premium
0 references
third moment
0 references
0 references