Equilibrium pricing bounds on option prices

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Autor(in)
Chazal, Marie
Jouini, Elyès
Datum
2008
Typ
    Journal Article
Publikationsstatus
published
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Zeitschrift / Serie
Mathematics and Financial Economics
Band
1(3-4)
Seiten / Artikelnummer
251 - 281
Verlag
Springer
Thema
Option pricing; Pricing bounds; Equilibrium pricing; Conic duality
Organisationseinheit
03440 - Delbaen, Freddy  
Anmerkungen
Received: 21 January 2008. Accepted: 22 April 2008. Published online: 14 May 2008..
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