Calibrated option bounds

A.J. King, M. Koivu, T. Pennanen

Research output: Working paperProfessional

14 Citations (Scopus)
Original languageEnglish
Publication statusPublished - 2003
MoE publication typeD4 Published development or research report or study

Publication series

NameStochastic Programming e-print series

Cite this

King, A. J., Koivu, M., & Pennanen, T. (2003). Calibrated option bounds. (Stochastic Programming e-print series).