Bounds for path-dependent options (Q902179): Difference between revisions

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+Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities
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+Option pricing: A simplified approach
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+Option bounds
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+Q5326859
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+On sharp Burkholder-Rosenthal-type inequalities for infinite-degree \(U\)-statistics
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+On extremal distributions and sharp \(L_p\)-bounds for sums of multilinear forms
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+A probability inequality for linear combinations of bounded random variables
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+An Inequality of Optimal Order for the Tail Probabilities of the T Statistic Under Symmetry
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+Q4343010
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+Bounds on European Option Prices under Stochastic Volatility
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+The Extrema of the Expected Value of a Function of Independent Random Variables
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+Heavy-tailed distributions and robustness in economics and finance
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+Exact estimates for moments of random bilinear forms
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+Multinomial Approximating Models for Options with k State Variables
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+Extreme Points of Certain Sets of Probability Measures, with Applications
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+Inequalities: theory of majorization and its applications
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+Q4905685
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+Inventory Theory
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+A characterization of joint distribution of two-valued random variables and its applications
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+An easy computable upper bound for the price of an arithmetic Asian option
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