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No-arbitrage bounds for the forward smile given marginals

• Authors : Badikov, Sergey; Jacquier, Antoine; Liu, Daphne Qing

Subjects: Quantitative Finance - Pricing of Securities; Mathematics - Probability; 91G20, 91G80, 90C46, 90C05, 90C34

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A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options

• Authors : Galichon, A.; Henry-Labordère, P.; Touzi, N.

Subjects: Mathematics - Probability; Quantitative Finance - Pricing of Securities

• Source: Annals of Applied Probability 2014, Vol. 24, No. 1, 312-336

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Harnack inequality and no-arbitrage bounds for self-financing portfolios

Subjects: MAT/05 Analisi matematica; SECS-S/06 Metodi matematici dell'economia e delle scienze attuariali e finanziarie; Preprint

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Pricing, No-arbitrage Bounds and Robust Hedging of Instalment Options

• Authors : Mark Davis; Walter Schachermayer; Robert Tompkins ...

Subjects: Key words; Option Pricing; Exotic Options

• Source: http://www2.imperial.ac.uk/~mdavis/docs/installment.pdf.

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No-arbitrage bounds on American Put Options with a single maturity

Subjects: Operations Research Center.; Thesis

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No-arbitrage bounds for financial scenarios

• Authors : Geyer, Alois; Hanke, Michael; Weissensteiner, Alex

• Source: Geyer , A , Hanke , M & Weissensteiner , A 2014 , ' No-arbitrage bounds for financial scenarios ' ,

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HARNACK INEQUALITY AND NO-ARBITRAGE BOUNDS FOR SELF-FINANCING PORTFOLIOS

• Authors : Alessandro Carciola; Andrea Pascucci; Sergio Polidoro ...

• Source: http://www.dm.unibo.it/~pascucci/web/Ricerca/PDF/33arbitr.pdf.

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Harnack inequality and no-arbitrage bounds for self-financing portfolios

• Authors : Ro Carciola; Andrea Pascucci; Sergio Polidoro ...

• Source: http://amsacta.unibo.it/2572/1/paper.pdf.

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Portfolio Performance Measurement: A No Arbitrage Bounds Approach

• Authors : Dong-hyun Ahn; H. Henry Cao; Stéphane Chrétien ...

Subjects: Portfolio Performance Measurement; Mutual Funds

• Source: http://www.hec.ca/cref/sem/documents/041001.pdf.

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Pricing, no-arbitrage bounds and robust hedging of installment options

• Authors : Davis, Mark; Schachermayer, Walter; Tompkins, Robert G.

Subjects: /dk/atira/pure/keywords/working_paper_series/2/S6; name=Report Series SFB \Adaptive Information Systems and Modelling in Economics and Management Science\

• Source: Davis , M , Schachermayer , W & Tompkins , R G 2000 ' Pricing, no-arbitrage bounds and robust hedging of

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