مرکز منطقه ای اطلاع رساني علوم و فناوري - Conditions on option prices for absence of arbitrage and exact calibration

Title of article :

Conditions on option prices for absence of arbitrage and exact calibration

Author/Authors :

Laurent Cousot، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

3377

To page :

3397

Keywords :

OPTIONS , Arbitrage , calibration , Default probability

Journal title :

Journal of Banking and Finance

Serial Year :

2007

Journal title :

Journal of Banking and Finance

Record number :

194132

Link To Document :