Minimum option prices under decreasing absolute risk aversion
type: Item
instance of: scholarly article
title: Minimum option prices under decreasing absolute risk aversion
zbMATH Open document ID: 1274.91428
DOI: 10.1023/A:1009602426513
author: Kamlesh Mathur
author: Peter Ritchken
published in: Review of Derivatives Research
publication date: 2013-10-30T00:00:00Z
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6221287
zbMATH Keywords: option pricing bounds
zbMATH Keywords: pricing with preference restrictions
MaRDI profile type: Publication
full work available at URL: a:1009602426513
OpenAlex ID: W1510682165
description: scientific article; zbMATH DE number 6221287