Option pricing bounds and the elasticity of the pricing kernel

Accounting and Finance

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Published

Standard

Option pricing bounds and the elasticity of the pricing kernel. / Huang, J.
In: Review of Derivatives Research, Vol. 7, No. 1, 2004, p. 25-51.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Author

Huang, J. / Option pricing bounds and the elasticity of the pricing kernel. In: Review of Derivatives Research. 2004 ; Vol. 7, No. 1. pp. 25-51.

Bibtex

@article{abba27498e03417684168ceadacb42c9,

title = "Option pricing bounds and the elasticity of the pricing kernel",

author = "J Huang",

year = "2004",

language = "English",

volume = "7",

pages = "25--51",

journal = "Review of Derivatives Research",

issn = "1380-6645",

publisher = "Springer New York",

number = "1",

}

RIS

TY - JOUR

T1 - Option pricing bounds and the elasticity of the pricing kernel

AU - Huang, J

PY - 2004

Y1 - 2004

M3 - Journal article

VL - 7

SP - 25

EP - 51

JO - Review of Derivatives Research

JF - Review of Derivatives Research

SN - 1380-6645

IS - 1

ER -

Research