Option pricing bounds with standard risk aversion preferences (Q5945848)
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scientific article; zbMATH DE number 1657707
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing bounds with standard risk aversion preferences |
scientific article; zbMATH DE number 1657707 |
Statements
Option pricing bounds with standard risk aversion preferences (English)
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29 January 2002
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finance
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stochastic dominance
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option pricing
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optimization
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