Good-deal option price bounds for a non-traded event with stochastic return: a note (Q2431778)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Good-deal option price bounds for a non-traded event with stochastic return: a note |
scientific article |
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Good-deal option price bounds for a non-traded event with stochastic return: a note (English)
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24 October 2006
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good-deal option price bounds
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stochastic return
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mean reverting process
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incomplete market
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