On the improvement of robust price bounds (Q5205929)
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scientific article; zbMATH DE number 7143920
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the improvement of robust price bounds |
scientific article; zbMATH DE number 7143920 |
Statements
17 December 2019
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price bounds of exotic derivatives
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market-implied price information
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underlying securities
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optimal martingale transport
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0.8634349703788757
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0.8399754166603088
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0.7615461945533752
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0.7580106854438782
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0.7523849010467529
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