On bounding option prices in Paretian stable markets

Journal of Derivatives

Volumn 5, Issue 4, 1998, Pages 32-43

  Popova, Ivilina ^a   Ritchken, Peter ^b  

^a PURDUE UNIVERSITY   (United States)

^b CASE WESTERN RESERVE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0142220503     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.1998.408001     Document Type: Article

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