Non-parametric method for European option bounds
Year of publication: |
2012
|
---|---|
Authors: | Lin, Hsuan-Chu ; Chen, Ren-Raw ; Palmon, Oded |
Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 38.2012, 1, p. 109-129
|
Publisher: |
Springer |
Subject: | Option bounds | Non-parametric | Black–Scholes model |
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