"Option pricing bounds with standard risk aversion preferences."

Antonella Basso, Paolo Pianca (2001)

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DOI: 10.1016/S0377-2217(00)00259-9

access: closed

type: Journal Article

metadata version: 2020-02-21

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Antonella Basso, Paolo Pianca:
Option pricing bounds with standard risk aversion preferences. Eur. J. Oper. Res. 134(2): 249-260 (2001)

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