A general framework for the derivation of asset price bounds: an application to stochastic volatility option models

Oleg Bondarenko () and Iñaki Longarela ()

Review of Derivatives Research, 2009, vol. 12, issue 2, 107 pages

Keywords: Option pricing; Incomplete markets; Good-deal bounds; Benchmark stochastic discount factor; Stochastic volatility model; Continuous time; C61; G12; G13 (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1007/s11147-009-9032-7

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