Zhengjun Zhang

affiliation not provided to SSRN

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Option Bounds and Second Order Arbitrage Opportunities

Lancaster University Management School Working Paper No. 2004/053
Number of pages: 75 Posted: 22 Nov 2004 Last Revised: 17 Feb 2009
James Huang and Zhengjun Zhang
Lancaster University - Department of Accounting and Finance and affiliation not provided to SSRN
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Citation 6

Abstract:

Option bounds, option pricing, stochastic dominance, arbitrage opportunities, risk averse