Tighter option bounds from multiple exercise prices (Q375326)
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scientific article; zbMATH DE number 6220888
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tighter option bounds from multiple exercise prices |
scientific article; zbMATH DE number 6220888 |
Statements
Tighter option bounds from multiple exercise prices (English)
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29 October 2013
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contingent pricing
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option pricing
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option bounds
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arbitrage
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linear programming
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