• Media type: E-Article
  • Title: Extreme-Strike Comparisons and Structural Bounds for SPX and VIX Options
  • Contributor: Papanicolaou, A.
  • imprint: Society for Industrial & Applied Mathematics (SIAM), 2018
  • Published in: SIAM Journal on Financial Mathematics
  • Language: English
  • DOI: 10.1137/141001615
  • ISSN: 1945-497X
  • Keywords: Applied Mathematics ; Finance ; Numerical Analysis
  • Origination:
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