Static-arbitrage lower bounds on the prices of basket options via linear programming (Q3063848)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Static-arbitrage lower bounds on the prices of basket options via linear programming |
scientific article |
Statements
Static-arbitrage lower bounds on the prices of basket options via linear programming (English)
0 references
15 December 2010
0 references