Option pricing bounds and the elasticity of the pricing kernel (Q704004)
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scientific article; zbMATH DE number 2126991
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Option pricing bounds and the elasticity of the pricing kernel |
scientific article; zbMATH DE number 2126991 |
Statements
Option pricing bounds and the elasticity of the pricing kernel (English)
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12 January 2005
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Option pricing bounds
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elasticity of the pricing kernel
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Black-Scholes formula
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pricing with preference restrictions
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0.801142156124115
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0.7926554679870605
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0.7908260822296143
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0.7790757417678833
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