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Journal Articles European Journal of Operational Research Year : 2016

A new elementary geometric approach to option pricing bounds in discrete time models

Yann Braouezec
Cyril Grunspan
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hal-01744439 , version 1 (27-03-2018)

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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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