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Communications in Statistics. Stochastic Models Volume 13, 1997 - Issue 4
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Original Articles

Option pricing bounds in an a α stable security market

A. W. Janicki Institute of Mathematics, Wroclaw Technological University, Wroclaw, Poland
,
I. Popova Krannert Graduate School of Management, Purdue University, West Lafayette, IN, 47907
,
P. H. Ritchken Departments of Banking and Finance &Operations Research, Case Western Reserve University, Cleveland, OH, 44106
&
W. A. Woyczynski Department of Statistics, and Center for Stochastic and Chaotic Processes in Science and Technology, Case Western Reserve University, Cleveland, OH, 44106
Pages 817-839 | Received 18 Dec 1996, Accepted 06 Mar 1997, Published online: 21 Mar 2007

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