Model-Free Bounds for Multi-Asset Options Using Option-Implied Information and Their Exact Computation

Ariel Neufeld, Antonis Papapantoleon, Qikun Xiang. Model-Free Bounds for Multi-Asset Options Using Option-Implied Information and Their Exact Computation. Management Science, 69(4):2051-2068, April 2023. [doi]

Abstract

Abstract is missing.