On the Equality of Two Lower Bounds on the Call Price: A Note
这篇注记证明了Levy和Ritchken分别得到的看涨期权价格下界实际上是相同的,并且这个共同下界不劣于Perrakis和Ryan得到的下界。
This note shows that, appearances to the contrary, the lower bounds on the price of a call option obtained by Levy and by Ritchken are identical, and that this common bound is never inferior to the lower bound obtained by Perrakis and Ryan.