On the lower arbitrage bound of american contingent claims

Research output: Contribution to journalArticleResearchpeer review

Authors

  • Beatrice Acciaio
  • G. Svindland

External Research Organisations

  • ETH Zurich
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Details

Original languageEnglish
JournalMathematical finance
Publication statusPublished - 2014

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On the lower arbitrage bound of american contingent claims. / Acciaio, Beatrice; Svindland, G.
In: Mathematical finance, 2014.

Research output: Contribution to journalArticleResearchpeer review

Acciaio B, Svindland G. On the lower arbitrage bound of american contingent claims. Mathematical finance. 2014. doi: 10.1111/j.1467-9965.2012.00519.x
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