Found 8 Documents (Results 1–8)
No-arbitrage bounds on two one-touch options. (English) Zbl 1337.91112
MSC:
91G20
Robust price bounds for the forward starting straddle. (English) Zbl 1396.91735
Reviewer: Iulian Stoleriu (Iaşi)
Automated option pricing: numerical methods. (English) Zbl 1296.91281
Reviewer: Gong Guanglu (Beijing)
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