Upper and Lower Bounds of Put and Call Option Value: Stochastic Dominance Approach—Erratum

HAIM LEVY^*

^*Corresponding author for this work

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@article{df7514ea61f84861b7eda850c7b2901f,

title = "Upper and Lower Bounds of Put and Call Option Value: Stochastic Dominance Approach—Erratum",

author = "HAIM LEVY",

year = "1986",

month = dec,

doi = "10.1111/j.1540-6261.1986.tb02543.x",

language = "אנגלית",

volume = "41",

pages = "1181",

journal = "Journal of Finance",

issn = "0022-1082",

publisher = "Wiley-Blackwell Publishing Ltd",

number = "5",

}

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T1 - Upper and Lower Bounds of Put and Call Option Value

T2 - Stochastic Dominance Approach—Erratum

AU - LEVY, HAIM

PY - 1986/12

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AN - SCOPUS:84944835490

SN - 0022-1082

VL - 41

SP - 1181

JO - Journal of Finance

JF - Journal of Finance

IS - 5

ER -