"Model-Free Price Bounds Under Dynamic Option Trading."

Ariel Neufeld, Julian Sester (2021)

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DOI: 10.1137/21M1390013

access: closed

type: Journal Article

metadata version: 2022-01-21

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Ariel Neufeld, Julian Sester:
Model-Free Price Bounds Under Dynamic Option Trading. SIAM J. Financial Math. 12(4): 1307-1339 (2021)

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