Tighter option bounds from multiple exercise prices
type: Item
instance of: scholarly article
title: Tighter option bounds from multiple exercise prices
zbMATH Open document ID: 1274.91442
DOI: 10.1023/A:1009642309978
author: Peter J. Ryan
published in: Review of Derivatives Research
publication date: 2013-10-29T00:00:00Z
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6220888
zbMATH Keywords: contingent pricing
zbMATH Keywords: option pricing
zbMATH Keywords: option bounds
zbMATH Keywords: arbitrage
zbMATH Keywords: linear programming
MaRDI profile type: Publication
full work available at URL: a:1009642309978
OpenAlex ID: W1491782037
description: scientific article; zbMATH DE number 6220888