"Improved model-free bounds for multi-asset options using option-implied ..."

Evangelia Dragazi, Shuaiqiang Liu, Antonis Papapantoleon (2024)

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DOI: 10.48550/ARXIV.2404.02343

access: open

type: Informal or Other Publication

metadata version: 2024-05-29

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  - journals/corr/abs-2404-02343
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  - https://dblp.org/rec/journals/corr/abs-2404-02343
Evangelia Dragazi, Shuaiqiang Liu, Antonis Papapantoleon:
Improved model-free bounds for multi-asset options using option-implied information and deep learning. CoRR abs/2404.02343 (2024)

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