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No-arbitrage bounds for financial scenarios - MaRDI portal

No-arbitrage bounds for financial scenarios (Q2356278)

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No-arbitrage bounds for financial scenarios
scientific article

    Statements

    title
    No-arbitrage bounds for financial scenarios (English)
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    author
    Alois Geyer
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    Michael Hanke
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    Alex Weissensteiner
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    publication date
    29 July 2015
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    zbMATH Keywords
    finance
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    scenarios
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    no-arbitrage bounds
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    financial optimization
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    Identifiers

    zbMATH DE Number
    6467110
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    OpenAlex ID
    W2137201267
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