Option Bounds and the Pricing of the Volatility Smile

Review of Derivatives Research 2000 / 06 Vol. 4; Iss. 1

Option Bounds and the Pricing of the Volatility Smile

Jean Masson, Stylianos Perrakis
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Volume:
4
Language:
english
Pages:
25
DOI:
10.1023/a:1009624428252
Date:
June, 2000
File:
PDF, 204 KB
english, 2000
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