Option pricing bounds and the elasticity of the pricing kernel

Huang, J (2004) Option pricing bounds and the elasticity of the pricing kernel. Review of Derivatives Research, 7 (1). pp. 25-51. ISSN 1380-6645

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Item Type:
Journal Article
Journal or Publication Title:
Review of Derivatives Research
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch
Subjects:
ID Code:
43814
Deposited By:
Deposited On:
11 Jul 2011 18:05
Refereed?:
Yes
Published?:
Published
Last Modified:
19 Feb 2020 08:03