On Option Pricing Bounds

Author:

RITCHKEN PETER H.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference6 articles.

1. The Pricing of Options and Corporate Liabilities;Black;Journal of Political Economy,May/June 1973

2. An Algebra for Evaluating Hedge Portfolios;Garman;Journal of Financial Economics,October 1976

3. Martingales and Stochastic Integrals in the Theory of Continuous Trading;Harrison;Stochastic Processes and Their Applications,1981

4. Theory of Rational Option Pricing;Merton;Bell Journal of Economics and Management Science,Spring 1973

5. Option Pricing Bounds in Discrete Time;Perrakis;Journal of Finance,June 1984

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