TY - INPR AV - public EP - 11 N2 - We show that an estimate by de la Peña, Ibragimov, and Jordan for E(X ? c)?, 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. KW - Probabilistic inequalities; bounds for option prices; UR - https://doi.org/10.1017/jpr.2023.94 A1 - Marinelli, Carlo SN - 0021-9002 JF - Journal of Applied Probability ID - discovery10189728 Y1 - 2024/02/14/ N1 - Copyright © The Author(s), 2024. Published by Cambridge University Press on behalf of Applied Probability Trust. This is an Open Access article, distributed under the terms of the Creative Commons Attribution-NonCommercial-NoDerivatives licence (https://creativecommons.org/licenses/by-nc-nd/4.0/), which permits non-commercial re-use, distribution, and reproduction in any medium, provided the original work is unaltered and is properly cited. The written permission of Cambridge University Press must be obtained for commercial re-use or in order to create a derivative work. PB - Applied Probability Trust TI - On some semi-parametric estimates for European option prices ER -