مرکز منطقه ای اطلاع رساني علوم و فناوري - Bounds on contingent claims based on several assets

Title of article :

Bounds on contingent claims based on several assets

Author/Authors :

Phelim P. Boyle، نويسنده , , X. Sheldon Lin، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1997

Pages :

From page :

383

To page :

400

Keywords :

Option Pricing , Multiple assets , Upper bounds

Journal title :

Journal of Financial Economics

Serial Year :

1997

Journal title :

Journal of Financial Economics

Record number :

257298

Link To Document :