English, Article edition: A general framework for the derivation of asset price bounds: an application to stochastic volatility option models Oleg Bondarenko; Iñaki Longarela

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Bookmark: http://trove.nla.gov.au/version/120827
Physical Description
  • article
Language
  • English

Edition details

Title
  • A general framework for the derivation of asset price bounds: an application to stochastic volatility option models
Author
  • Oleg Bondarenko
  • Iñaki Longarela
Physical Description
  • article
Notes
  • Option pricing, Incomplete markets, Good-deal bounds, Benchmark stochastic discount factor, Stochastic volatility model, Continuous time, C61, G12, G13,
  • RePEc:kap:revdev:v:12:y:2009:i:2:p:81-107
Language
  • English
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