Optimization based option pricing bounds via piecewise polynomial super- and sub-martingales

James A. Primbs. Optimization based option pricing bounds via piecewise polynomial super- and sub-martingales. In American Control Conference, ACC 2008, Seattle, WA, USA, 11-13 June 2008. pages 363-368, IEEE, 2008. [doi]

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James A. Primbs

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