Minimum option prices under decreasing absolute risk aversion (Q375481)
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scientific article; zbMATH DE number 6221287
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimum option prices under decreasing absolute risk aversion |
scientific article; zbMATH DE number 6221287 |
Statements
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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