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arbitrage detection
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Xiang, Qikun
Escobar, Marcos
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Model-free bounds for
multi-asset
options
using option-implied information and their exact computation
Neufeld, Ariel
;
Papapantoleon, Antonis
;
Xiang, Qikun
- In:
Management science : journal of the Institute for …
69
(
2023
)
4
,
pp. 2051-2068
Persistent link: https://www.econbiz.de/10014305379
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