search query: @author Björk, T. / total: 2
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| Author: | Björk, T. Slinko, I. |
| Title: | Towards a general theory of good-deal bounds |
| Journal: | Review of finance
2006 : VOL. 10:2, p. 221-260 |
| Index terms: | derivative securities finance pricing |
| Language: | eng |
| Abstract: | In this paper, the authors develop a framework in which they examine arbitrage-free good-deal pricing bounds for derivative securities, building upon the results of Cochrane and Saá Requejo (2000). |
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