"Model-independent bounds for option prices - a mass transport approach."

Mathias Beiglböck, Pierre Henry-Labordère, Friedrich Penkner (2013)

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DOI: 10.1007/S00780-013-0205-8

access: closed

type: Journal Article

metadata version: 2020-07-22

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Mathias Beiglböck, Pierre Henry-Labordère, Friedrich Penkner:
Model-independent bounds for option prices - a mass transport approach. Finance Stochastics 17(3): 477-501 (2013)

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