Model-independent bounds for option prices—a mass transport approach
Work
Year: 2013
Type: article
Source: Finance and Stochastics
Institution University of Vienna
Cites: 43
Cited by: 374
Related to: 10
FWCI: 38.85
Citation percentile (by year/subfield): 99.99
Subfield: Finance
Domain: Social Sciences
Open Access status: closed