Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options

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Publication:3014980

DOI10.1239/jap/1308662634zbMath1219.60016arXiv1004.4153OpenAlexW2963905191MaRDI QIDQ3014980

Peter Tankov

Publication date: 8 July 2011

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1004.4153




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