Work

Distribution-free upper bounds for spread options and market-implied antimonotonicity gap

Year: 2008

Type: article

Source: European Journal of Finance

DOI: 10.1080/13518470802173164

Authors: Peter Laurence, Tai-Ho Wang

Institutions: National Chung Cheng University, Courant Institute of Mathematical Sciences, New York University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Science Council

OpenAlex ID: W2069371985

FWCI: 2.902

Cites: 38

Cited by: 26

Related to: 10