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Upper
and
lower
bounds
for convex value functions of derivative contracts
Ben-Ameur, Hatem
;
de Frutos, Javier
;
Fakhfakh, Tarek
; …
- In:
Economic Modelling
34
(
2013
)
C
,
pp. 69-75
The aim of this paper is to compute
upper
and
lower
bounds
for convex value functions of derivative contracts. Laprise …
Persistent link: https://www.econbiz.de/10010709347
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