Sharp distribution free lower bounds for spread options and the corresponding optimal subreplicating portfolios
| Year of publication: |
2009
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|---|---|
| Authors: | Laurence, Peter ; Wang, Tai-Ho |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 44.2009, 1, p. 35-47
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