Pages that link to "Item:Q1926944"
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The following pages link to Computing arbitrage upper bounds on basket options in the presence of bid-ask spreads (Q1926944):
Displaying 9 items.
- On distributional robust probability functions and their computations (Q297175) (← links)
- Computing lower bounds on basket option prices by discretizing semi-infinite linear programming (Q518129) (← links)
- Static-arbitrage optimal subreplicating strategies for basket options (Q817290) (← links)
- A new concept of reliability system and applications in finance (Q2150787) (← links)
- Static arbitrage bounds on basket option prices (Q2492673) (← links)
- Computing general static-arbitrage bounds for European basket options via Dantzig-Wolfe decomposition (Q2865856) (← links)
- Static-arbitrage upper bounds for the prices of basket options (Q3375374) (← links)
- Smoothing the payoff for efficient computation of Basket option prices (Q4554434) (← links)
- Sharp Upper and Lower Bounds for Basket Options (Q5700151) (← links)