Option pricing bounds with standard risk aversion preferences (Q5945848): Difference between revisions
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| Property / cites work: Decreasing Absolute Risk Aversion and Option Pricing Bounds / rank | |||
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| Property / cites work: Q4905685 / rank | |||
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| Property / cites work: On Stochastic Dominance and Decreasing Absolute Risk Averse Option Pricing Bounds / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/s0377-2217(00)00259-9 / rank | |||
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Latest revision as of 10:01, 30 July 2024
scientific article; zbMATH DE number 1657707
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing bounds with standard risk aversion preferences |
scientific article; zbMATH DE number 1657707 |
Statements
Option pricing bounds with standard risk aversion preferences (English)
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29 January 2002
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finance
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stochastic dominance
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option pricing
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optimization
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