A new elementary geometric approach to option pricing bounds in discrete time models (Q320923)
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scientific article; zbMATH DE number 6635771
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new elementary geometric approach to option pricing bounds in discrete time models |
scientific article; zbMATH DE number 6635771 |
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A new elementary geometric approach to option pricing bounds in discrete time models (English)
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7 October 2016
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finance
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incomplete markets
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option pricing bounds
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convex hulls
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barycentric coordinates
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