The following pages link to Option bounds (Q4822458):
Displayed 8 items.
- Positive-part moments via the Fourier-Laplace transform (Q548153) (← links)
- Bounds for path-dependent options (Q902179) (← links)
- Third-order extensions of Lo's semiparametric bound for European call options (Q1026788) (← 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)
- Exact Lower Bounds on the Exponential Moments of Truncated Random Variables (Q3014991) (← links)
- Static-arbitrage lower bounds on the prices of basket options via linear programming (Q3063848) (← links)
- Some Improvements on Markov's Theorem with Extensions (Q5869282) (← links)