Decreasing Absolute Risk Aversion and Option Pricing Bounds (Q4367207)
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scientific article; zbMATH DE number 1091498
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| 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)
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25 November 1997
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efficient bounds
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stochastic dominance
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price of a call option
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decreasing absolute risk aversion
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0.8591240048408508
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0.8553706407546997
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0.8145940899848938
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0.7502715587615967
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0.7422499060630798
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