Tighter option bounds from multiple exercise prices

Review of Derivatives Research

Volumn 4, Issue 2, 2000, Pages 155-188

  Ryan, Peter J ^a  

^a UNIVERSITY OF OTTAWA   (Canada)

Author keywords

Arbitrage; Contingent pricing; Linear programming; Option bounds; Option pricing

Indexed keywords

EID: 0042263914     PISSN: 13806645     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1009642309978     Document Type: Article

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