Results for DARA

Publications & Outputs

1. Changes in risk and valuation of options: a unified approach to option pricing bounds

   Huang, J., 2012, Lancaster: Lancaster University, 37 p.

   Research output: Working paper

2. DARA and DRRA option bounds from concurrently expiring options

   Huang, J., 2004, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

   Research output: Working paper