Pages that link to "Item:Q1026788"
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The following pages link to Third-order extensions of Lo's semiparametric bound for European call options (Q1026788):
Displaying 3 items.
- On the relationship between the discrete and continuous bounding moment problems and their numerical solutions (Q271981) (← links)
- Semiparametric bounds of mean and variance for exotic options (Q1042983) (← links)
- Computing arbitrage upper bounds on basket options in the presence of bid-ask spreads (Q1926944) (← links)
