Equilibrium pricing bounds on option prices (Q941015)
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scientific article; zbMATH DE number 5320837
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Equilibrium pricing bounds on option prices |
scientific article; zbMATH DE number 5320837 |
Statements
Equilibrium pricing bounds on option prices (English)
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4 September 2008
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option pricing
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pricing bounds
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equilibrium pricing
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conic duality
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0.7908514738082886
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0.79078608751297
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0.7907493710517883
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