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Arbitrage 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 arbitrage detection 1 bid–ask spread 1 cutting plane method 1 model-free bounds 1 multi-asset options 1 no-arbitrage gap 1 option-implied information 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Neufeld, Ariel 1 Papapantoleon, Antonis 1 Xiang, Qikun 1
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Management science : journal of the Institute for Operations Research and the Management Sciences 1
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ECONIS (ZBW) 1
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Model-free bounds for multi-asset options using option-implied information and their exact computation
Neufeld, Ariel; Papapantoleon, Antonis; Xiang, Qikun - In: Management science : journal of the Institute for … 69 (2023) 4, pp. 2051-2068
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