Model-independent bounds for option prices—a mass transport approach
| Year of publication: |
2013
|
|---|---|
| Authors: | Beiglböck, Mathias ; Henry-Labordère, Pierre ; Penkner, Friedrich |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 17.2013, 3, p. 477-501
|