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23

MP
2006

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Static arbitrage bounds on basket option prices

13 years 10 months ago

Static arbitrage bounds on basket option prices

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Alexandre d'Aspremont, Laurent El Ghaoui

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Added	14 Dec 2010
Updated	14 Dec 2010
Type	Journal
Year	2006
Where	MP
Authors	Alexandre d'Aspremont, Laurent El Ghaoui

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