Decreasing Absolute Risk Aversion and Option Pricing Bounds (Q4367207): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q1722760 |
||
| Property / author | |||
| Property / author: Paolo Pianca / rank | |||
Revision as of 07:55, 29 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
