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Pricing Bounds for Volatility Derivatives via Duality and L..:
Guo, Ivan
;
Loeper, Gregoire
Journal of Optimization Theory and Applications. 179 (2017) 2 - p. 598-617 , 2017
Link:
https://doi.org/10.1007/s10957-017-1168-2
RT Journal T1 <Title>Pricing Bounds for Volatility Derivatives via Duality and Least Squares Monte Carlo</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1007_s10957-017-1168-2&Exemplar=1&LAN=DE A1 Guo, Ivan A1 Loeper, Gregoire PB Springer Science and Business Media LLC YR 2017 SN 0022-3239 SN 1573-2878 JF Journal of Optimization Theory and Applications VO 179 IS 2 SP 598 OP 617 LK http://dx.doi.org/https://doi.org/10.1007/s10957-017-1168-2 DO https://doi.org/10.1007/s10957-017-1168-2 SF ELIB - SuUB Bremen
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