Good-deal option price bounds for a non-traded event with stochastic return: a note (Q2431778)
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scientific article; zbMATH DE number 5066433
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| English | Good-deal option price bounds for a non-traded event with stochastic return: a note |
scientific article; zbMATH DE number 5066433 |
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Good-deal option price bounds for a non-traded event with stochastic return: a note (English)
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24 October 2006
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good-deal option price bounds
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stochastic return
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mean reverting process
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incomplete market
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0.7520968914031982
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0.7438457012176514
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0.730027973651886
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0.7029790878295898
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0.6904268264770508
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