No-arbitrage bounds on two one-touch options
Year of publication: |
2015
|
---|---|
Authors: | Tsuzuki, Yukihiro |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 18.2015, 3, p. 1-22
|
Subject: | Barrier option | one-touch option | model-independent | super-replication | pricing bounds | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Experiment | Black-Scholes-Modell | Black-Scholes model |
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