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Jonathan Ansari, Eva Lütkebohmert, Ariel Neufeld et al.

Improved robust price bounds for multi-asset derivatives under market-implied dependence information

Published in: Finance and stochastics 28, 4, 8.7.2024, date:10.2024

Title

Improved robust price bounds for multi-asset derivatives under market-implied dependence information

Involved 

Jonathan Ansari (Verfasser)
Eva Lütkebohmert (Verfasser)
Ariel Neufeld (Verfasser)
Julian Sester (Verfasser)
SpringerLink (Online service) (Sonstige)

Published in

Finance and stochastics 28, 4, 8.7.2024, date:10.2024, Seite 911-964

Published

2024

Language

Englisch

Country

Deutschland

Topic

Wirtschaft

Subject

Mathematics in Business, Economics and Finance.
Financial Economics.
Statistics in Business, Management, Economics, Finance, Insurance.
Quantitative Economics.
Probability Theory.

Persistent identifier

urn:nbn:de:101:1-2412022143269.455123766145 (URN)
10.1007/s00780-024-00539-z (DOI)

Record ID

1350133396
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