This study is based on Chapter 2 of my dissertation. The author gratefully acknowledges the support from and invaluable discussions with Anthony Neuberger, Nick Webber, Xing Jin, and Juan Tao as well as the fruitful comments of one anonymous referee. The editorial support from Editor Robert Webb is sincerely appreciated without any reservation. The author also acknowledges the financial support from Warwick Postgraduate Research Scholarship (WPRS).
Valuation Bounds on Barrier Options Under Model Uncertainty
Article first published online: 13 FEB 2012
© 2012 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 33, Issue 3, pages 199–234, March 2013
How to Cite
Hong, Y. (2013), Valuation Bounds on Barrier Options Under Model Uncertainty. J. Fut. Mark., 33: 199–234. doi: 10.1002/fut.21545
- Issue published online: 17 DEC 2012
- Article first published online: 13 FEB 2012
- Manuscript Accepted: 17 NOV 2011
- Manuscript Received: 21 JUL 2011
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