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Improved robust price bounds for multi-asset derivatives under market-implied dependence information

Published Online: 2024-07-08

Published Print: 2024-10

Authors

Ansari, Jonathan

Lütkebohmert, Eva

Neufeld, Ariel

Sester, Julian
License Information

Text and Data Mining valid from 2024-07-08

Version of Record valid from 2024-07-08
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Article History

Received: 5 April 2022

Accepted: 19 September 2023

First Online: 8 July 2024

Declarations

:

: The authors declare no competing interests.

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