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Static-arbitrage upper bounds for the prices of basket options

Quantitative Finance, 5(4): 329--342, 2005.
Authors: David Hobson and Peter Laurence and Tai-Ho Wang
URL: http://www.informaworld.com/10.1080/14697680500151392
Tags: imported
| URL | BibTeX  
@article{Hobson2005,
title = {Static-arbitrage upper bounds for the prices of basket options},
author = {David Hobson and Peter Laurence and Tai-Ho Wang},
journal = {Quantitative Finance},
number = {4},
pages = {329--342},
publisher = {Routledge},
url = {http://www.informaworld.com/10.1080/14697680500151392},
volume = {5},
year = {2005},
issn = {1469-7688},
keywords = {imported }
}