Xiang, Qikun
- Model-free bounds for multi-asset options using option-implied information and their exact computation
2020/06/25 by Ariel Neufeld, Neufeld, Ariel, Antonis Papapantoleon +3 · 1 citation
Economics, Econometrics and Finance · Engineering · #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Monetary Policy and Economic Impact #Optimization and Control (math.OC) #Pricing of Securities (q-fin.PR) #Probability (math.PR) #Reservoir Engineering and Simulation Methods #Stochastic processes and financial applications