Определение границ стоимости опционов

Коростелева Мария Вячеславовна
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Коростелева Мария Вячеславовна: СПбГУ

Vestnik of the St. Petersburg University. Series 5. Economics Вестник Санкт-Петербургского университета. Серия 5. Экономика, 2005, issue 3, 144-152

Abstract: This paper is devoted to the analysis of the methods of estimation of the European call option pricing bounds. The author considers the derivation of the option pricing bounds under the absence of risk-free assets, and analyses two methods of the derivation of the option pricing bounds under the risk-free assets. The method of the derivation of the option pricing bounds under the discrete time is considered.

Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:scn:003571:15491695

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