2011•SSRN Electronic JournalOpen access

A General Framework for the Derivation of Asset Price Bounds: An Application to Stochastic Volatility Option Models

Oleg Bondarenko, Iñaki Rodríguez-Longarela

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Key concepts: Stochastic volatility, Mathematical economics, Stochastic investment model, Implied volatility, Econometrics, Asset (computer security), SABR volatility model, Economics

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