Third-order extensions of Lo's semiparametric bound for European call options (Q1026788)
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scientific article; zbMATH DE number 5571317
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Third-order extensions of Lo's semiparametric bound for European call options |
scientific article; zbMATH DE number 5571317 |
Statements
Third-order extensions of Lo's semiparametric bound for European call options (English)
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29 June 2009
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applied probability
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option pricing
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inventory management
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stop-loss premium
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third moment
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