Using second order stochastic dominance and linear options to bound non-linear options premia
Year of publication: |
1998
|
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Authors: | Henin, Claude ; Pistre, Nathalie |
Published in: |
Advances in investment analysis and portfolio management : a research annual. - Amsterdam [u.a.] : JAI, ZDB-ID 1116041-X. - Vol. 5.1998, p. 145-180
|
Subject: | Zinsderivat | Interest rate derivative | Optionspreistheorie | Option pricing theory | Theorie | Theory |
Extent: | Graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: Advances in investment analysis and portfolio |
Source: | ECONIS - Online Catalogue of the ZBW |
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