Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options (Q3014980): Difference between revisions

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+Q5386475
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+A characterization of quasi-copulas
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+Static-arbitrage optimal subreplicating strategies for basket options
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+Static-arbitrage upper bounds for the prices of basket options
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+Worst VaR scenarios with given marginals and measures of association
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+Introdction to Measure and Probability
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+Some remarks on the supermodular order
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+An introduction to copulas.
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+BOUNDS ON BIVARIATE DISTRIBUTION FUNCTIONS WITH GIVEN MARGINS AND MEASURES OF ASSOCIATION
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+Best-possible bounds on sets of bivariate distribution functions
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+Inequalities for distributions with given marginals
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