On some semi-parametric estimates for European option prices
type: Item
instance of: scholarly article
title: On some semi-parametric estimates for European option prices
author: Carlo Marinelli
published in: Journal of Applied Probability
publication date: 2024-10-11T00:00:00Z
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 7925103
zbMATH Keywords: probabilistic inequalities
zbMATH Keywords: bounds for option prices
MaRDI profile type: Publication
cites work: Hedging of contingent claims and maximum price
cites work: On the Relation Between Option and Stock Prices: A Convex Optimization Approach
cites work: Q4766979
cites work: Local martingales, bubbles and option prices
cites work: Option bounds
cites work: The fundamental theorem of asset pricing for unbounded stochastic processes
cites work: Exact Lower Bounds on the Exponential Moments of Truncated Random Variables
DOI: 10.1017/JPR.2023.94
description: scientific article; zbMATH DE number 7925103