Equilibrium pricing bounds on option prices
type: Item
instance of: scholarly article
title: Equilibrium pricing bounds on option prices
zbMATH Open document ID: 1142.91512
author: Marie Chazal
author: Elyès Jouini
published in: Mathematics and Financial Economics
publication date: 2008-09-04T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B24
zbMATH DE Number: 5320837
zbMATH Keywords: option pricing
zbMATH Keywords: pricing bounds
zbMATH Keywords: equilibrium pricing
zbMATH Keywords: conic duality
MaRDI profile type: Publication
full work available at URL: s11579-008-0010-x
OpenAlex ID: W3125315208
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DOI: 10.1007/S11579-008-0010-X
description: scientific article; zbMATH DE number 5320837