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Employing probabilistic techniques we compute best possible upper and lower bounds on the price of an option on one or two assets with continuous piecewise linear payoff function based on prices of simple call options of possibly distinct maturities and the no-arbitrage condition, but without...
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Includes bibliographical references (p. 26-27).
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Includes bibliographical references (p. 44).
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Includes bibliographical references (p. 39-41).
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