Minimum option prices under decreasing absolute risk aversion (Q375481)

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scientific article; zbMATH DE number 6221287
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English
Minimum option prices under decreasing absolute risk aversion
scientific article; zbMATH DE number 6221287

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    Minimum option prices under decreasing absolute risk aversion (English)
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    30 October 2013
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    option pricing bounds
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    pricing with preference restrictions
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