Static-arbitrage upper bounds for the prices of basket options (Q3375374)
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scientific article; zbMATH DE number 5009963
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Static-arbitrage upper bounds for the prices of basket options |
scientific article; zbMATH DE number 5009963 |
Statements
Static-arbitrage upper bounds for the prices of basket options (English)
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8 March 2006
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basket options
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super-replication
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arbitrage-free bounds
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0.9859408
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0.9593539
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0.9380729
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0.90672344
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0.90304613
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0.89498603
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0.8949193
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0.89367634
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