Pages that link to "Item:Q375481"
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The following pages link to Minimum option prices under decreasing absolute risk aversion (Q375481):
Displaying 5 items.
- Option pricing bounds and the elasticity of the pricing kernel (Q704004) (← links)
- Total risk aversion and the pricing of options (Q811316) (← links)
- On the upper bound of a call option (Q812138) (← links)
- On Stochastic Dominance and Decreasing Absolute Risk Averse Option Pricing Bounds (Q3820324) (← links)
- Decreasing Absolute Risk Aversion and Option Pricing Bounds (Q4367207) (← links)