Pages that link to "Item:Q3063848"
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The following pages link to Static-arbitrage lower bounds on the prices of basket options via linear programming (Q3063848):
Displaying 14 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)
- Recent contributions to linear semi-infinite optimization (Q1680760) (← links)
- Improved Fréchet-Hoeffding bounds on \(d\)-copulas and applications in model-free finance (Q1704147) (← links)
- Recent contributions to linear semi-infinite optimization: an update (Q1730534) (← links)
- Computing arbitrage upper bounds on basket options in the presence of bid-ask spreads (Q1926944) (← links)
- Comments on: Stability in linear optimization and related topics. A personal tour (Q1939065) (← links)
- Computing bounds on the expected payoff of Alternative Risk Transfer products (Q2445341) (← links)
- Detection of arbitrage opportunities in multi-asset derivatives markets (Q2667758) (← links)
- A novel feasible discretization method for linear semi-infinite programming applied to basket option pricing (Q3111142) (← links)
- A moment approach to bounding exotic options under regime switching (Q3145039) (← links)
- Static-arbitrage upper bounds for the prices of basket options (Q3375374) (← links)
- Sharp Upper and Lower Bounds for Basket Options (Q5700151) (← links)
- BOUNDS ON MULTI-ASSET DERIVATIVES VIA NEURAL NETWORKS (Q5854317) (← links)
