MODEL-INDEPENDENT BOUNDS FOR ASIAN OPTIONS: A DYNAMIC PROGRAMMING PRINCIPLE ¨ ALEXANDER M. G. COX AND SIGRID KALLBLAD Abstract. We consider the problem of finding model-independent bounds on - Bath - Document - PDFSEARCH.IO

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	MODEL-INDEPENDENT BOUNDS FOR ASIAN OPTIONS: A DYNAMIC PROGRAMMING PRINCIPLE ¨ ALEXANDER M. G. COX AND SIGRID KALLBLAD Abstract. We consider the problem of finding model-independent bounds on Add to Reading List Document Date: 2015-07-10 04:27:48 Open Document File Size: 3,67 MB Share Result on Facebook

MODEL-INDEPENDENT BOUNDS FOR ASIAN OPTIONS: A DYNAMIC PROGRAMMING PRINCIPLE ¨ ALEXANDER M. G. COX AND SIGRID KALLBLAD Abstract. We consider the problem of finding model-independent bounds onAdd to Reading List