Björk, Tomas; Slinko, Irina - Economics Institute for Research (SIR), … - 2004
framework we study arbitrage free good deal pricing bounds for derivative assets along the lines of Cochrane and Saa …Towards a General Theory of Good
Deal Bounds
∗
.
Tomas Bj¨ork,
Department of Finance,
Stockholm School of Economics … standard multidimensional
Wiener process. Within this framework we study arbitrage free good deal
pricing bounds for derivative …