Progressive option bounds from the sequence of concurrently expiring options
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- Ritchken, Peter H & Kuo, Shyanjaw, 1988. " Option Bounds with Finite Revision Opportunities," Journal of Finance, American Finance Association, vol. 43(2), pages 301-308, June.
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- Garman, Mark B., 1976. "An algebra for evaluating hedge portfolios," Journal of Financial Economics, Elsevier, vol. 3(4), pages 403-427, October.
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- Peter Ritchken & Shyanjaw Kuo, 1989. "On Stochastic Dominance and Decreasing Absolute Risk Averse Option Pricing Bounds," Management Science, INFORMS, vol. 35(1), pages 51-59, January. Full references (including those not matched with items on IDEAS)