Arbitrage bounds for prices of options on realised variance

Bibliographic Details
Main Author:	Raval, Vimal
Published:	Imperial College London 2011
Subjects:	519
Online Access:	http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.529358

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spelling	ndltd-bl.uk-oai-ethos.bl.uk-5293582015-03-20T06:21:17ZArbitrage bounds for prices of options on realised varianceRaval, Vimal2011519Imperial College Londonhttp://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.529358Electronic Thesis or Dissertation
collection	NDLTD
sources	NDLTD
topic	519
spellingShingle	519 Raval, Vimal Arbitrage bounds for prices of options on realised variance
author	Raval, Vimal
author_facet	Raval, Vimal
author_sort	Raval, Vimal
title	Arbitrage bounds for prices of options on realised variance
title_short	Arbitrage bounds for prices of options on realised variance
title_full	Arbitrage bounds for prices of options on realised variance
title_fullStr	Arbitrage bounds for prices of options on realised variance
title_full_unstemmed	Arbitrage bounds for prices of options on realised variance
title_sort	arbitrage bounds for prices of options on realised variance
publisher	Imperial College London
publishDate	2011
url	http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.529358
work_keys_str_mv	AT ravalvimal arbitrageboundsforpricesofoptionsonrealisedvariance
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