A model-free no-arbitrage price bound for variance options (Q373003): Difference between revisions

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Revision as of 22:54, 6 July 2024

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A model-free no-arbitrage price bound for variance options
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    A model-free no-arbitrage price bound for variance options (English)
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    21 October 2013
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    variance option
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    model-free price bound
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    gradient projection algorithm
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