Equilibrium Pricing Bound on Option Prices.
Year of publication: |
2008-06
|
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Authors: | Jouini, Elyès ; Chazal, Marie |
Institutions: | Université Paris-Dauphine |
Subject: | Conic duality | Semi-infinite programming | Option bounds | Equilibrium prices |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Published in Mathematics and Financial Economics (2008-06) v.1, p.251-281 |
Classification: | D50 - General Equilibrium and Disequilibrium. General |
Source: |
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