Pages that link to "Item:Q2348474"
From MaRDI portal
The following pages link to Martingales and upper bounds for American-style options (Q2348474):
Displaying 4 items.
- A bound on the value of a two-sided Margrabe infinite American option (Q260326) (← links)
- On the upper bound of a call option (Q812138) (← links)
- Testing the martingale restriction for option implied densities (Q1025613) (← links)
- SMOOTH UPPER BOUNDS FOR THE PRICE FUNCTION OF AMERICAN STYLE OPTIONS (Q4608116) (← links)