Decreasing Absolute Risk Aversion and Option Pricing Bounds (Q4367207): Difference between revisions

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Latest revision as of 02:45, 20 March 2024

scientific article; zbMATH DE number 1091498
Language Label Description Also known as
English
Decreasing Absolute Risk Aversion and Option Pricing Bounds
scientific article; zbMATH DE number 1091498

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    Decreasing Absolute Risk Aversion and Option Pricing Bounds (English)
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    25 November 1997
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    efficient bounds
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    stochastic dominance
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    price of a call option
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    decreasing absolute risk aversion
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