No-arbitrage bounds for financial scenarios
Year of publication: |
2014
|
---|---|
Authors: | Geyer, Alois ; Hanke, Michael ; Weissensteiner, Alex |
Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 236.2014, 2, p. 657-663
|
Publisher: |
Elsevier |
Subject: | Finance | Scenarios | No-arbitrage bounds | Financial optimization |
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