Distribution-free option pricing
type: Item
instance of: scholarly article
title: Distribution-free option pricing
zbMATH Open document ID: 1141.91434
author: Ann De Schepper
author: Bart Heijnen
published in: Insurance Mathematics \& Economics
publication date: 2007-09-03T00:00:00Z
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 5186575
zbMATH Keywords: Black-Scholes
zbMATH Keywords: option pricing
zbMATH Keywords: limited information
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2006.04.002
OpenAlex ID: W2103834513
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DOI: 10.1016/J.INSMATHECO.2006.04.002
description: scientific article; zbMATH DE number 5186575