Pages that link to "Item:Q1926944"
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The following pages link to Computing arbitrage upper bounds on basket options in the presence of bid-ask spreads (Q1926944):
Displaying 4 items.
- On distributional robust probability functions and their computations (Q297175) (← links)
- Computing lower bounds on basket option prices by discretizing semi-infinite linear programming (Q518129) (← links)
- A new concept of reliability system and applications in finance (Q2150787) (← links)
- Smoothing the payoff for efficient computation of Basket option prices (Q4554434) (← links)