Home > Research > Publications & Outputs > Option pricing bounds and the elasticity of the...
View graph of relations

Option pricing bounds and the elasticity of the pricing kernel

Research output: Contribution to journalJournal article

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 journalJournal article

Harvard

Huang, J 2004, 'Option pricing bounds and the elasticity of the pricing kernel', Review of Derivatives Research, vol. 7, no. 1, pp. 25-51.

APA

Huang, J. (2004). Option pricing bounds and the elasticity of the pricing kernel. Review of Derivatives Research, 7(1), 25-51.

Vancouver

Huang J. Option pricing bounds and the elasticity of the pricing kernel. Review of Derivatives Research. 2004;7(1):25-51.

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 -