On the range of options prices (Q1367702)

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On the range of options prices
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    Statements

    title
    On the range of options prices (English)
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    author
    Ernst Eberlein
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    Jean Jacod
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    publication date
    4 June 1998
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    zbMATH Keywords
    contingent claim valuation
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    incomplete model
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    purely discontinuous process
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    martingale measures
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    valuation of an option
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    European call option
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    Identifiers

    DOI
    10.1007/s007800050019
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    Mathematics Subject Classification ID
    91B28
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    60H30
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    60J75
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    62P20
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    zbMATH DE Number
    1069652
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