The following pages link to (Q2865856):
Displayed 4 items.
- Computing lower bounds on basket option prices by discretizing semi-infinite linear programming (Q518129) (← links)
- Computing arbitrage upper bounds on basket options in the presence of bid-ask spreads (Q1926944) (← links)
- Computing bounds on the expected payoff of Alternative Risk Transfer products (Q2445341) (← links)
- Exchangeability-type properties of asset prices (Q3173000) (← links)