scientific article; zbMATH DE number 3635223
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Publication:4195696
zbMATH Open0408.60047MaRDI QIDQ4195696
J. Szpirglas, Gerald Mazziotto
Publication date: 1979
Full work available at URL: http://www.numdam.org/item?id=SPS_1979__13__378_0
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A model-free no-arbitrage price bound for variance options ⋮ A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options ⋮ Optimal Skorokhod embedding under finitely many marginal constraints
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