Mathias Beiglböck, Pierre Henry-Labordère, Friedrich Penkner. Model-independent bounds for option prices - a mass transport approach. Finance and Stochastics, 17(3):477-501, 2013. [doi]
@article{BeiglbockHP13,
title = {Model-independent bounds for option prices - a mass transport approach},
author = {Mathias Beiglböck and Pierre Henry-Labordère and Friedrich Penkner},
year = {2013},
doi = {10.1007/s00780-013-0205-8},
url = {http://dx.doi.org/10.1007/s00780-013-0205-8},
researchr = {https://researchr.org/publication/BeiglbockHP13},
cites = {0},
citedby = {0},
journal = {Finance and Stochastics},
volume = {17},
number = {3},
pages = {477-501},
}