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Sharp Upper and Lower Bounds for Basket Options - MaRDI portal

Sharp Upper and Lower Bounds for Basket Options (Q5700151)

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scientific article; zbMATH DE number 2218885
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English
Sharp Upper and Lower Bounds for Basket Options
scientific article; zbMATH DE number 2218885

    Statements

    title
    Sharp Upper and Lower Bounds for Basket Options (English)
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    author
    Peter Laurence
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    Tai-Ho Wang
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    publication date
    27 October 2005
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    zbMATH DE Number
    2218885
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    OpenAlex ID
    W3121720857
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