"Third-order extensions of Lo's semiparametric bound for European call options."

Luis Fernando Zuluaga, Javier Peña, Donglei Du (2009)

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DOI: 10.1016/J.EJOR.2008.09.019

access: closed

type: Journal Article

metadata version: 2021-06-29

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Luis Fernando Zuluaga, Javier Peña, Donglei Du:
Third-order extensions of Lo's semiparametric bound for European call options. Eur. J. Oper. Res. 198(2): 557-570 (2009)

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