Sharp distribution free lower bounds for spread options and the corresponding optimal subreplicating portfolios (Q1003813): Difference between revisions

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+General Lower Bounds for Arithmetic Asian Option Prices
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+Q3770273
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+On the Relation Between Option and Stock Prices: A Convex Optimization Approach
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+Pricing and Hedging Spread Options
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+Static super-replicating strategies for a class of exotic options
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+Static arbitrage bounds on basket option prices
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+The concept of comonotonicity in actuarial science and finance: applications.
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+Static-arbitrage upper bounds for the prices of basket options
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+Static-arbitrage optimal subreplicating strategies for basket options
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+On sharpness of Tchebycheff-type inequalities
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+Sharp Upper and Lower Bounds for Basket Options
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+Q4905685
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+Some remarks on the supermodular order
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+An easy computable upper bound for the price of an arithmetic Asian option
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+Inequalities for distributions with given marginals
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+Comonotonicity, correlation order and premium principles
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