Journal Articles
European Journal of Operational Research
Year : 2016
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https://hal.science/hal-01744439
Submitted on : Tuesday, March 27, 2018-1:47:44 PM
Last modification on : Wednesday, September 20, 2023-3:36:06 PM
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Yann Braouezec, Cyril Grunspan. A new elementary geometric approach to option pricing bounds in discrete time models. European Journal of Operational Research, 2016, 249 (1), pp.270 - 280. ⟨10.1016/j.ejor.2015.08.024⟩. ⟨hal-01744439⟩
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