Non-parametric method for European option bounds

Hsuan-Chu Lin (), Ren-Raw Chen () and Oded Palmon ()

Review of Quantitative Finance and Accounting, 2012, vol. 38, issue 1, 109-129

Keywords: Option bounds; Non-parametric; Black–Scholes model; C14; C68; G12; G13 (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s11156-011-0249-9

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