Carole Bernard, Xiao Jiang, Steven Vanduffel. A Note on 'Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options' by Tankov (2011). J. Applied Probability, 49(3):866-875, 2012. [doi]
@article{BernardJV12,
title = {A Note on 'Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options' by Tankov (2011)},
author = {Carole Bernard and Xiao Jiang and Steven Vanduffel},
year = {2012},
doi = {10.1017/S0021900200009591},
url = {http://dx.doi.org/10.1017/S0021900200009591},
researchr = {https://researchr.org/publication/BernardJV12},
cites = {0},
citedby = {0},
journal = {J. Applied Probability},
volume = {49},
number = {3},
pages = {866-875},
}