This paper derives, in closed forms, upper and lower bounds on risk-neutral cumulative distribution functions of the underlying asset price from the observed prices of European call options, based only on the no-arbitrage assumption. The computed bounds from the option price data show that the...

This paper deals with the stability of the intersection of a given set $$ X\subset \mathbb{R}^{n}$$ with the solution, $$F\subset \mathbb{R}^{n}$$ , of a given linear system whose coefficients can be arbitrarily perturbed. In the optimization context, the fixed constraint set X can be the...

This paper deals with the stability of the intersection of a given set <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$ X\subset \mathbb{R}^{n}$$</EquationSource> </InlineEquation>with the solution, <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$$F\subset \mathbb{R}^{n}$$</EquationSource> </InlineEquation>, of a given linear system whose coefficients can be arbitrarily perturbed. In the optimization context, the fixed constraint set X can be the...</equationsource></inlineequation></equationsource></inlineequation>