A general framework for the derivation of asset price bounds: an application to stochastic volatility option models
| Year of publication: |
2009
|
|---|---|
| Authors: | Bondarenko, Oleg ; Longarela, Iñaki |
| Published in: |
Review of Derivatives Research. - Springer. - Vol. 12.2009, 2, p. 81-107
|
| Publisher: |
Springer |
| Subject: | Option pricing | Incomplete markets | Good-deal bounds | Benchmark stochastic discount factor | Stochastic volatility model | Continuous time |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005016333