On the upper bound of a call option (Q812138): Difference between revisions

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-.1007/s11147-005-0381-6
@@ Property / DOI: 10.1007/s11147-005-0381-6 / rank @@
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+https://doi.org/10.1007/s11147-005-0381-6
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+W1978906733
@@ Property / OpenAlex ID: W1978906733 / rank @@
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@@ Property / cites work @@
+Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities
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@@ Property / cites work @@
+Option pricing bounds and the elasticity of the pricing kernel
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+Option bounds and the pricing of the volatility smile
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+Minimum option prices under decreasing absolute risk aversion
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@@ Property / cites work @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
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@@ Property / cites work @@
+Tighter option bounds from multiple exercise prices
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@@ Property / DOI @@
+.1007/S11147-005-0381-6
@@ Property / DOI: 10.1007/S11147-005-0381-6 / rank @@
+Normal rank