Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information (Q6395524)
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scientific article; zbMATH DE number 900530290
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information |
scientific article; zbMATH DE number 900530290 |
Statements
3 April 2022
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q-fin.MF
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math.PR
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q-fin.CP
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q-fin.PR
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