Minimax price bounds in incomplete markets
No abstract is available for this item.
Volume (Year): 35 (2011)
Issue (Month): 3 (July)
|Contact details of provider:|| Web page: http://link.springer.de/link/service/journals/120857/index.htm|
|Order Information:||Web: http://link.springer.de/orders.htm|
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Michael Magill & Martine Quinzii (ed.), 2008. "Incomplete Markets," Books, Edward Elgar, volume 0, number 4204.
- Brennan, M J, 1979. "The Pricing of Contingent Claims in Discrete Time Models," Journal of Finance, American Finance Association, vol. 34(1), pages 53-68, March.
- repec:cup:cbooks:9780521586054 is not listed on IDEAS
- Basso, A. & Pianca, P., 2001. "Option pricing bounds with standard risk aversion preferences," European Journal of Operational Research, Elsevier, vol. 134(2), pages 249-260, October.
- Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-54, May-June.
When requesting a correction, please mention this item's handle: RePEc:spr:jecfin:v:35:y:2011:i:3:p:274-295. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn)or (Christopher F Baum)
If references are entirely missing, you can add them using this form.