Progressive option bounds from the sequence of concurrently expiring options. (Q1406968)
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scientific article; zbMATH DE number 1975996
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Progressive option bounds from the sequence of concurrently expiring options. |
scientific article; zbMATH DE number 1975996 |
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Progressive option bounds from the sequence of concurrently expiring options. (English)
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7 September 2003
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Finance
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Linear programming
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Options pricing
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Arbitrage pricing
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0.8315755724906921
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0.7743993401527405
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0.7700104713439941
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0.76694655418396
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