Use this URL to cite or link to this record in EThOS: https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.342510
Title: No 'good deal' valuation bounds and their relation to coherent risk measures.
Author: Mejia-Perez, Juan Carlos.
ISNI:       0000 0001 3392 6190
Awarding Body: University of Warwick
Current Institution: University of Warwick
Date of Award: 1999
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Abstract:
No abstract available
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID: uk.bl.ethos.342510  DOI: Not available
Keywords: Sharpe ratio; Option pricing; Markets; Hedging
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