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Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information - MaRDI portal

Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information

From MaRDI portal
Publication:6395524

arXiv2204.01071MaRDI QIDQ6395524

Ariel Neufeld, Eva Lütkebohmert, Julian Sester, Jonathan Ansari

Publication date: 3 April 2022











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