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"No-arbitrage bounds for financial scenarios."

Alois Geyer, Michael Hanke, Alex Weissensteiner (2014)

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DOI: 10.1016/J.EJOR.2014.01.027

access: closed

type: Journal Article

metadata version: 2020-02-21

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Alois Geyer, Michael Hanke, Alex Weissensteiner:
No-arbitrage bounds for financial scenarios. Eur. J. Oper. Res. 236(2): 657-663 (2014)

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