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Search: subject:"pricing bounds"
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Option pricing theory
4
Optionspreistheorie
4
pricing bounds
4
Option trading
3
Optionsgeschäft
3
Pricing bounds
3
model-independent
3
super-replication
3
Black-Scholes model
2
Black-Scholes-Modell
2
CAPM
2
Derivat
2
Derivative
2
In-arrears swaps
2
Incomplete market
2
Incomplete markets
2
Option pricing bounds
2
Stochastic process
2
Stochastischer Prozess
2
Super-hedging
2
Theorie
2
Theory
2
Unvollkommener Markt
2
Youngs inequality
2
fiscal policy
2
monetary policy
2
sub-hedging
2
sub-replication
2
Arbitrage Pricing
1
Arbitrage pricing
1
Barrier option
1
Barycentric coordinates
1
Begrenzte Rationalität
1
Bid-ask spread
1
Bounded rationality
1
Change of measure
1
Convex hulls
1
Convexity adjustments
1
Einkommensverteilung
1
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Undetermined
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Article
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7
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English
8
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Braouezec, Yann
2
Kocherlakota, Narayana Rao
2
Tsuzuki, Yukihiro
2
CHEN, AN
1
Chen, An
1
Grunspan, Cyril
1
Mathur, Kamlesh
1
Ritchken, Peter
1
SANDMANN, KLAUS
1
Sandmann, Klaus
1
TSUZUKI, YUKIHIRO
1
Vanden, Joel M.
1
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International journal of theoretical and applied finance
3
International Journal of Theoretical and Applied Finance (IJTAF)
2
European journal of operational research : EJOR
1
Finance research letters
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Review of Derivatives Research
1
Theoretical Economics
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Theoretical economics : TE ; an open access journal in economic theory
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ECONIS (ZBW)
7
RePEc
3
EconStor
1
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1
Bounds on price-setting
Kocherlakota, Narayana Rao
- In:
Theoretical Economics
16
(
2021
)
3
,
pp. 979-1015
suggest that standard macroeconomic models without
pricing
bounds
may provide a false degree of confidence in macroeconomic …
Persistent link: https://www.econbiz.de/10013189085
Saved in:
2
Bounds on price‐setting
Kocherlakota, Narayana Rao
- In:
Theoretical economics : TE ; an open access journal in …
16
(
2021
)
3
,
pp. 979-1015
suggest that standard macroeconomic models without
pricing
bounds
may provide a false degree of confidence in macroeconomic …
Persistent link: https://www.econbiz.de/10012806308
Saved in:
3
How fundamental is the one-period trinomial model to European option
pricing
bounds
: a new methodological approach
Braouezec, Yann
- In:
Finance research letters
21
(
2017
),
pp. 92-99
Persistent link: https://www.econbiz.de/10011807511
Saved in:
4
A new elementary geometric approach to option
pricing
bounds
in discrete time models
Braouezec, Yann
;
Grunspan, Cyril
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 270-280
Persistent link: https://www.econbiz.de/10011435842
Saved in:
5
General properties of isoelastic utility economies
Vanden, Joel M.
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 187-219
Persistent link: https://www.econbiz.de/10011347232
Saved in:
6
No-arbitrage bounds on two one-touch options
Tsuzuki, Yukihiro
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011403759
Saved in:
7
On optimal super-hedging and sub-hedging strategies
Tsuzuki, Yukihiro
- In:
International journal of theoretical and applied finance
16
(
2013
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10010197178
Saved in:
8
ON OPTIMAL SUPER-HEDGING AND SUB-HEDGING STRATEGIES
TSUZUKI, YUKIHIRO
- In:
International Journal of Theoretical and Applied …
16
(
2013
)
06
,
pp. 1350038-1
the underlying asset prices. We derive the optimal
pricing
bounds
by finding a joint distribution under which the …
Persistent link: https://www.econbiz.de/10010696542
Saved in:
9
In-arrears term structure products : no arbitrage
pricing
bounds
and the convexity adjustments
Chen, An
;
Sandmann, Klaus
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009706335
Saved in:
10
IN-ARREARS TERM STRUCTURE PRODUCTS: NO ARBITRAGE
PRICING
BOUNDS
AND THE CONVEXITY ADJUSTMENTS
CHEN, AN
;
SANDMANN, KLAUS
- In:
International Journal of Theoretical and Applied …
15
(
2012
)
08
,
pp. 1250054-1
resulting from approximation) are in effect model-independent
pricing
bounds
in every arbitrage-free model. More specifically …
Persistent link: https://www.econbiz.de/10010602415
Saved in:
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