Equilibrium pricing bounds on option prices
dc.contributor.author
Chazal, Marie
dc.contributor.author
Jouini, Elyès
dc.date.accessioned
2017-06-08T20:51:20Z
dc.date.available
2017-06-08T20:51:20Z
dc.date.issued
2008
dc.identifier.issn
1862-9679
dc.identifier.issn
1862-9660
dc.identifier.other
10.1007/s11579-008-0010-x
dc.identifier.uri
http://hdl.handle.net/20.500.11850/13090
dc.language.iso
en
dc.publisher
Springer
dc.subject
Option pricing
dc.subject
Pricing bounds
dc.subject
Equilibrium pricing
dc.subject
Conic duality
dc.title
Equilibrium pricing bounds on option prices
dc.type
Journal Article
ethz.journal.title
Mathematics and Financial Economics
ethz.journal.volume
1
ethz.journal.issue
3-4
ethz.journal.abbreviated
Math Finan Econ
ethz.pages.start
251
ethz.pages.end
281
ethz.notes
Received: 21 January 2008. Accepted: 22 April 2008. Published online: 14 May 2008..
ethz.identifier.nebis
005429131
ethz.publication.place
Heidelberg
ethz.publication.status
published
ethz.leitzahl
03440 - Delbaen, Freddy
ethz.leitzahl.certified
03440 - Delbaen, Freddy
ethz.date.deposited
2017-06-08T20:51:32Z
ethz.source
ECIT
ethz.identifier.importid
imp59364c235d9b051711
ethz.ecitpid
pub:24475
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-18T17:26:03Z
ethz.rosetta.lastUpdated
2022-03-28T08:08:50Z
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true
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Journal Article [128936]