Pages that link to "Item:Q1003813"
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The following pages link to Sharp distribution free lower bounds for spread options and the corresponding optimal subreplicating portfolios (Q1003813):
Displaying 7 items.
- Computing arbitrage upper bounds on basket options in the presence of bid-ask spreads (Q1926944) (← links)
- Computing best bounds for nonlinear risk measures with partial information (Q2442516) (← links)
- Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables (Q2682971) (← links)
- Model-independent lower bound on variance swaps (Q2831008) (← links)
- On optimal super-hedging and sub-hedging strategies (Q2862515) (← links)
- Exchangeability-type properties of asset prices (Q3173000) (← links)
- Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables (Q5887316) (← links)
