A New Elementary Geometric Approach to Option Pricing Bounds in Discrete Time Models
- 期刊名称European Journal of Operational Research
- 作者Braouezec, Yann; Grunspan, Cyril
- 印刷ISSN0377-2217
- 文件大小2506.49KB
- 发表时间2015-8
- DOI10.1016/j.ejor.2015.08.024
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