On Stochastic Dominance and Decreasing Absolute Risk Averse Option Pricing Bounds
Year of publication: |
1989
|
---|---|
Authors: | Ritchken, Peter ; Kuo, Shyanjaw |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 35.1989, 1, p. 51-59
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | finance | option pricing | linear programming |
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