A new elementary geometric approach to option pricing bounds in discrete time models
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Publication:320923
DOI10.1016/j.ejor.2015.08.024zbMath1346.91226OpenAlexW1496813416MaRDI QIDQ320923
Cyril Grunspan, Yann Braouezec
Publication date: 7 October 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2015.08.024
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