مرکز منطقه ای اطلاع رساني علوم و فناوري - Arbitrage bounds in markets with noisy prices and the puzzle of negative option prices implicit in bonds

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 :

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 :