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Third-order extensions of Lo's semiparametric bound for European call options
Zuluaga, Luis F.; Peña, Javier; Du, Donglei - In: European journal of operational research : EJOR 198 (2009) 2, pp. 557-570
Persistent link: https://www.econbiz.de/10003852612
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On strata of degenerate polyhedral cones I : condition and distance to strata
Cheung, Dennis; Cucker, Felipe; Peña, Javier - In: European journal of operational research : EJOR 198 (2009) 1, pp. 23-28
Persistent link: https://www.econbiz.de/10003853219
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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
Cover Image
On strata of degenerate polyhedral cones I: Condition and distance to strata
Cheung, Dennis; Cucker, Felipe; Peña, Javier - In: European journal of operational research : EJOR 198 (2009) 1, pp. 23-28
Persistent link: https://www.econbiz.de/10008234028
Cover Image
Third-order extensions of Lo’s semiparametric bound for European call options
Zuluaga, Luis F.; Peña, Javier; Du, Donglei - In: European journal of operational research : EJOR 198 (2009) 2, pp. 557-570
Persistent link: https://www.econbiz.de/10008237957
Cover Image
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. 369-377
Persistent link: https://www.econbiz.de/10009983780