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~isPartOf:"European journal of operational research : EJOR"
~subject:"Option trading"
~type_genre:"Aufsatz in Zeitschrift"
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Computing arbitrage upper bounds on basket options in the presence of bid-ask spreads
Peña, Javier
;
Vera, Juan C.
;
Zuluaga, Luis F.
- In:
European journal of operational research : EJOR
222
(
2012
)
2
,
pp. 369-376
Persistent link: https://www.econbiz.de/10009570402
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