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"Computing Bounds on Risk-neutral Distributions from the Observed Prices of ..."

Michi Nishihara, Mutsunori Yagiura, Toshihide Ibaraki (2010)

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DOI: 10.1142/S0217595910002648

access: closed

type: Journal Article

metadata version: 2020-05-12

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Michi Nishihara, Mutsunori Yagiura, Toshihide Ibaraki:
Computing Bounds on Risk-neutral Distributions from the Observed Prices of Call Options. Asia Pac. J. Oper. Res. 27(2): 211-225 (2010)

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