Title of article
Arbitrage bounds in markets with noisy prices and the puzzle of negative option prices implicit in bonds
Author/Authors
Ioulia D. Ioffe، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
30
From page
1199
To page
1228
Keywords
Embedded options , Incomplete markets , No-arbitrage , Term structure of interest rates
Journal title
Journal of Banking and Finance
Serial Year
2002
Journal title
Journal of Banking and Finance
Record number
193387
Link To Document