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/asjc/2000/2003

Subjects:

?? financeeconomics, econometrics and finance (miscellaneous)discipline-based research ??

Departments:

ID Code:

43814

Deposited By:

Deposited On:

11 Jul 2011 18:05

Refereed?:

Yes

Published?:

Published

Last Modified:

18 Oct 2025 15:05

URI:

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