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"Model-Free Bounds for Multi-Asset Options Using Option-Implied Information ..."

Ariel Neufeld, Antonis Papapantoleon, Qikun Xiang (2023)

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DOI: 10.1287/MNSC.2022.4456

access: closed

type: Journal Article

metadata version: 2023-05-17

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  - https://dblp.org/rec/journals/mansci/NeufeldPX23
Ariel Neufeld, Antonis Papapantoleon, Qikun Xiang:
Model-Free Bounds for Multi-Asset Options Using Option-Implied Information and Their Exact Computation. Manag. Sci. 69(4): 2051-2068 (2023)

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