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Stochastic dominance arguments and the bounding of the generalized concave option price
Author(s) -
Henin Claude,
Pistre Nathalie
Publication year - 1998
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/(sici)1096-9934(199809)18:6<629::aid-fut2>3.0.co;2-m
Subject(s) - stochastic dominance , futures contract , bounding overwatch , citation , library science , computer science , mathematics , economics , artificial intelligence , econometrics , financial economics