Model-free bounds for multi-asset options using option-implied information and their exact computation (Q6343716)
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preprint article from arXiv
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model-free bounds for multi-asset options using option-implied information and their exact computation |
preprint article from arXiv |
Statements
25 June 2020
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math.OC
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math.PR
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q-fin.CP
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q-fin.MF
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q-fin.PR
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Ariel Neufeld
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Antonis Papapantoleon
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Qikun Xiang
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