How fundamental is the one-period trinomial model to European option pricing bounds : a new methodological approach
Year of publication: |
May 2017
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Authors: | Braouezec, Yann |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 21.2017, p. 92-99
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Subject: | Incomplete markets | No arbitrage | Option pricing bounds | Bid-ask spread | Volatility bounds | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Unvollkommener Markt | Incomplete market | Geld-Brief-Spanne | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process | Black-Scholes-Modell | Black-Scholes model | Derivat | Derivative |
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