Static-arbitrage upper bounds for the prices of basket options (Q3375374)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Static-arbitrage upper bounds for the prices of basket options |
scientific article |
Statements
Static-arbitrage upper bounds for the prices of basket options (English)
0 references
8 March 2006
0 references
basket options
0 references
super-replication
0 references
arbitrage-free bounds
0 references
