Minimum option prices under decreasing absolute risk aversion (Q375481)
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scientific article; zbMATH DE number 6221287
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| default for all languages | No label defined |
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| English | Minimum option prices under decreasing absolute risk aversion |
scientific article; zbMATH DE number 6221287 |
Statements
Minimum option prices under decreasing absolute risk aversion (English)
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30 October 2013
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option pricing bounds
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pricing with preference restrictions
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0.8553706407546997
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0.7937450408935547
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0.7926554679870605
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0.7846725583076477
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0.7671020030975342
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