On Stochastic Dominance and Decreasing Absolute Risk Averse...

On Stochastic Dominance and Decreasing Absolute Risk Averse Option Pricing Bounds

Ritchken, Peter, Kuo, Shyanjaw
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Volume:
35
Language:
english
Journal:
Management Science
DOI:
10.1287/mnsc.35.1.51
Date:
January, 1989
File:
PDF, 472 KB
english, 1989
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