Rodríguez Longarela, Iñaki (contributor) - 2000 - [Elektronische Ressource], Rev. October 18, 2000
Bernardo and Ledoit (2000) develop a very appealing framework to compute pricing bounds based on the so-called gain-loss ratio. Their method has many advantages and very interesting properties and so far one important drawback: the complexity of the numerical computation of the pricing bounds....
