<> <http://www.w3.org/2000/01/rdf-schema#comment> "The repository administrator has not yet configured an RDF license."^^<http://www.w3.org/2001/XMLSchema#string> . <> <http://xmlns.com/foaf/0.1/primaryTopic> <https://discovery.ucl.ac.uk/id/eprint/10189728> . <https://discovery.ucl.ac.uk/id/eprint/10189728> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://purl.org/ontology/bibo/AcademicArticle> . <https://discovery.ucl.ac.uk/id/eprint/10189728> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://purl.org/ontology/bibo/Article> . <https://discovery.ucl.ac.uk/id/eprint/10189728> <http://purl.org/dc/terms/title> "On some semi-parametric estimates for European option prices"^^<http://www.w3.org/2001/XMLSchema#string> . <https://discovery.ucl.ac.uk/id/eprint/10189728> <http://purl.org/ontology/bibo/abstract> "We show that an estimate by de la Peña, Ibragimov, and Jordan for E(X − c)âº, with c a constant and X a random variable of which the mean, the variance, and P(X ⪬ c) are known, implies an estimate by Scarf on the infimum of E(X ∧ c) over the set of positive random variables X with fixed mean and variance. This also shows, as a consequence, that the former estimate implies an estimate by Lo on European option prices."^^<http://www.w3.org/2001/XMLSchema#string> . <https://discovery.ucl.ac.uk/id/eprint/10189728> <http://purl.org/dc/terms/date> "2024-02-14" . <https://discovery.ucl.ac.uk/id/document/1767822> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://purl.org/ontology/bibo/Document> . <https://discovery.ucl.ac.uk/id/org/ext-c27546c8292799bfbcc01d103c77197c> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://xmlns.com/foaf/0.1/Organization> . <https://discovery.ucl.ac.uk/id/org/ext-c27546c8292799bfbcc01d103c77197c> <http://xmlns.com/foaf/0.1/name> "Applied Probability Trust"^^<http://www.w3.org/2001/XMLSchema#string> . <https://discovery.ucl.ac.uk/id/eprint/10189728> <http://purl.org/dc/terms/publisher> <https://discovery.ucl.ac.uk/id/org/ext-c27546c8292799bfbcc01d103c77197c> . <https://discovery.ucl.ac.uk/id/publication/ext-00219002> 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<http://purl.org/ontology/bibo/authorList> <https://discovery.ucl.ac.uk/id/eprint/10189728#authors> . <https://discovery.ucl.ac.uk/id/eprint/10189728#authors> <http://www.w3.org/1999/02/22-rdf-syntax-ns#_1> <https://discovery.ucl.ac.uk/id/person/ext-a1e53b2e8f0ac513de778469c55d3d98> . <https://discovery.ucl.ac.uk/id/person/ext-a1e53b2e8f0ac513de778469c55d3d98> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://xmlns.com/foaf/0.1/Person> . <https://discovery.ucl.ac.uk/id/person/ext-a1e53b2e8f0ac513de778469c55d3d98> <http://xmlns.com/foaf/0.1/givenName> "Carlo"^^<http://www.w3.org/2001/XMLSchema#string> . <https://discovery.ucl.ac.uk/id/person/ext-a1e53b2e8f0ac513de778469c55d3d98> <http://xmlns.com/foaf/0.1/familyName> "Marinelli"^^<http://www.w3.org/2001/XMLSchema#string> . <https://discovery.ucl.ac.uk/id/person/ext-a1e53b2e8f0ac513de778469c55d3d98> <http://xmlns.com/foaf/0.1/name> "Carlo Marinelli"^^<http://www.w3.org/2001/XMLSchema#string> . 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<https://discovery.ucl.ac.uk/id/eprint/10189728/8/lightbox.jpg> <http://www.w3.org/2000/01/rdf-schema#label> "lightbox.jpg"^^<http://www.w3.org/2001/XMLSchema#string> . <https://discovery.ucl.ac.uk/id/eprint/10189728> <http://eprints.org/ontology/hasDocument> <https://discovery.ucl.ac.uk/id/document/1767849> . <https://discovery.ucl.ac.uk/id/document/1767849> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://eprints.org/ontology/Document> . <https://discovery.ucl.ac.uk/id/document/1767849> <http://www.w3.org/2000/01/rdf-schema#label> "On some semi-parametric estimates for European option prices (Other)"^^<http://www.w3.org/2001/XMLSchema#string> . <https://discovery.ucl.ac.uk/id/document/1767849> <http://eprints.org/relation/isVersionOf> <https://discovery.ucl.ac.uk/id/document/1767822> . <https://discovery.ucl.ac.uk/id/document/1767849> <http://eprints.org/relation/isVolatileVersionOf> <https://discovery.ucl.ac.uk/id/document/1767822> . 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