Optimizing bounds on security prices in incomplete markets....

European Journal of Operational Research 2013 / 03 Vol. 225; Iss. 3

Optimizing bounds on security prices in incomplete markets. Does stochastic volatility specification matter?

Marroquı´n-Martı´nez, Naroa, Moreno, Manuel
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Volume:
225
Language:
english
Journal:
European Journal of Operational Research
DOI:
10.1016/j.ejor.2012.10.015
Date:
March, 2013
File:
PDF, 1.48 MB
english, 2013
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