Pages that link to "Item:Q2865856"
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The following pages link to Computing general static-arbitrage bounds for European basket options via Dantzig-Wolfe decomposition (Q2865856):
Displaying 7 items.
- 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)
- Computing arbitrage upper bounds on basket options in the presence of bid-ask spreads (Q1926944) (← links)
- Computing bounds on the expected payoff of Alternative Risk Transfer products (Q2445341) (← links)
- Static arbitrage bounds on basket option prices (Q2492673) (← links)
- Exchangeability-type properties of asset prices (Q3173000) (← links)
- Static-arbitrage upper bounds for the prices of basket options (Q3375374) (← links)