Third-order extensions of Lo's semiparametric bound for European call options (Q1026788): Difference between revisions
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Revision as of 20:21, 19 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Third-order extensions of Lo's semiparametric bound for European call options |
scientific article |
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Third-order extensions of Lo's semiparametric bound for European call options (English)
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29 June 2009
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applied probability
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option pricing
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inventory management
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stop-loss premium
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third moment
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