On bounding option prices in Paretian stable markets
Year of publication: |
1998
|
---|---|
Authors: | Popova, Ivilina |
Other Persons: | Ritchken, Peter H. (contributor) |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 5.1998, 4, p. 32-43
|
Subject: | Optionsgeschäft | Option trading | Börsenkurs | Share price | Wahrscheinlichkeitsrechnung | Probability theory | Optionspreistheorie | Option pricing theory | Schätzung | Estimation | Theorie | Theory |
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