"Computing Bounds on Risk-neutral Distributions from the Observed Prices of ..."

Michi Nishihara, Mutsunori Yagiura, Toshihide Ibaraki (2010)

> Home

Details and statistics

DOI: 10.1142/S0217595910002648

access: closed

type: Journal Article

metadata version: 2020-05-12

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/apjor/NishiharaYI10
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/apjor/NishiharaYI10
Michi Nishihara, Mutsunori Yagiura, Toshihide Ibaraki:
Computing Bounds on Risk-neutral Distributions from the Observed Prices of Call Options. Asia Pac. J. Oper. Res. 27(2): 211-225 (2010)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.