Convex bounds on multiplicative martingales, with applications to pricing in incomplete markets

Courtois, C.;Denuit, Michel
(2006)

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Courtois, C., & Denuit, M. (2006). Convex bounds on multiplicative martingales, with applications to pricing in incomplete markets (ACTU Working Paper 2006-05). https://hdl.handle.net/2078.5/86788