https://hal.archives-ouvertes.fr/hal-01744439 Contributor : marion romoConnect in order to contact the contributor Submitted on : Tuesday, March 27, 2018 - 1:47:44 PM Last modification on : Tuesday, April 12, 2022 - 4:12:03 PM
yann Braouezec, Cyril Grunspan. A new elementary geometric approach to option pricing bounds in discrete time models. European Journal of Operational Research, Elsevier, 2016, 249 (1), pp.270 - 280. ⟨10.1016/j.ejor.2015.08.024⟩. ⟨hal-01744439⟩