Static-arbitrage lower bounds on the prices of basket options via linear programming (Q3063848)
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scientific article; zbMATH DE number 5827246
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Static-arbitrage lower bounds on the prices of basket options via linear programming |
scientific article; zbMATH DE number 5827246 |
Statements
Static-arbitrage lower bounds on the prices of basket options via linear programming (English)
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15 December 2010
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0.9200626611709596
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0.9134519696235656
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0.8720313906669617
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0.8594383001327515
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0.8564867973327637
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