Third-order extensions of Lo's semiparametric bound for European call options
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Publication:1026788
DOI10.1016/j.ejor.2008.09.019zbMath1163.90640OpenAlexW1972867159MaRDI QIDQ1026788
Luis F. Zuluaga, Dong-lei Du, Javier F. Peña
Publication date: 29 June 2009
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2008.09.019
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