Department of Accountancy

Research Output 1996 2019

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Chapter
2015

Nonparametric bounds for European option prices

Lin, H. C., Chen, R. R. & Oded, P., 2015 Jan 1, Handbook of Financial Econometrics and Statistics. Springer New York, p. 207-231 25 p.

Research output: Chapter in Book/Report/Conference proceeding › Chapter

European Options
Lower bound
Histogram
Black-Scholes Model
Arbitrage