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THE RANGE OF TRADED OPTION PRICES - MaRDI portal

THE RANGE OF TRADED OPTION PRICES (Q3446056)

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THE RANGE OF TRADED OPTION PRICES
scientific article

    Statements

    title
    THE RANGE OF TRADED OPTION PRICES (English)
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    author
    Mark H. A. Davis
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    David G. Hobson
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    publication date
    8 June 2007
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    zbMATH Keywords
    option pricing
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    implied distributions
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    no-arbitrage conditions
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    Identifiers

    zbMATH DE Number
    5163049
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    OpenAlex ID
    W2143118268
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