Static-arbitrage upper bounds for the prices of basket options
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Publication:3375374
DOI10.1080/14697680500151392zbMath1134.91425OpenAlexW1998972808MaRDI QIDQ3375374
Peter Laurence, Tai-Ho Wang, David G. Hobson
Publication date: 8 March 2006
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697680500151392
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