Results for Option bounds

Publications & Outputs

1. 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

2. Option bounds and second order arbitrage opportunities

   Huang, J., 2004, Lancaster University: The Department of Accounting and Finance, 60 p. (Accounting and Finance Working Paper Series).

   Research output: Working paper

3. Option bounds from concurrently expiring options when relative risk aversion is bounded

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

   Research output: Working paper

4. Risk neutral probabilities and option bounds: a geometric approach

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

   Research output: Working paper

5. Stochastic dominance option bounds and Nth order arbitrage opportunities

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

   Research output: Working paper