Decreasing Absolute Risk Aversion and Option Pricing Bounds (Q4367207): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 23:36, 6 February 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 |
Statements
Decreasing Absolute Risk Aversion and Option Pricing Bounds (English)
0 references
25 November 1997
0 references
efficient bounds
0 references
stochastic dominance
0 references
price of a call option
0 references
decreasing absolute risk aversion
0 references