Super-replicating bounds on European option prices when the underlying asset is illiquid


Autoria(s): Matos, João Amaro de; Antão, Paula
Data(s)

08/04/2015

08/04/2015

01/10/2001

Identificador

http://hdl.handle.net/10362/14640

Idioma(s)

eng

Publicador

Vanderbilt University

Direitos

openAccess

Tipo

article