Tighter option bounds from multiple exercise prices (Q375326)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Tighter option bounds from multiple exercise prices |
scientific article; zbMATH DE number 6220888
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Tighter option bounds from multiple exercise prices |
scientific article; zbMATH DE number 6220888 |
Statements
Tighter option bounds from multiple exercise prices (English)
0 references
29 October 2013
0 references
contingent pricing
0 references
option pricing
0 references
option bounds
0 references
arbitrage
0 references
linear programming
0 references
0.8315755724906921
0 references
0.7749220728874207
0 references
0.7714709639549255
0 references
0.7631843090057373
0 references
0.7559661269187927
0 references
