A model-free approach to multivariate option pricing
Crossref DOI link: https://doi.org/10.1007/s11147-020-09172-2
Published Online: 2020-10-27
Published Print: 2021-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bernard, Carole http://orcid.org/0000-0002-3996-9260
Bondarenko, Oleg
Vanduffel, Steven
Text and Data Mining valid from 2020-10-27
Version of Record valid from 2020-10-27
Article History
Accepted: 5 October 2020
First Online: 27 October 2020