The range of traded option prices

Mathematical Finance

Volumn 17, Issue 1, 2007, Pages 1-14

  Davis, Mark H A ^a   Hobson, David G ^b  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

^b UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

Implied distributions; No arbitrage conditions; Option pricing

Indexed keywords

EID: 33845645113     PISSN: 09601627     EISSN: 14679965     Source Type: Journal    
DOI: 10.1111/j.1467-9965.2007.00291.x     Document Type: Article

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