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

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+Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities
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+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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+Q4905685
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+Tighter option bounds from multiple exercise prices
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