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Model-free bounds for multi-asset options using option-implied informa

Publication: Model-free bounds for multi-asset options using option-implied information and their exact computation. Published Jun 25, 2020.

Research & Papers
arxiv.orgPublished Jun 25, 2020
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Overview

Publication: Model-free bounds for multi-asset options using option-implied information and their exact computation. Published Jun 25, 2020.

Publication information

Publication title
Model-free bounds for multi-asset options using option-implied information and their exact computation
Authors
Ariel Neufeld, Antonis Papapantoleon, Qikun Xiang
Published
Jun 25, 2020
Last publication revision
Jan 12, 2022
Subject areas
math.OC, math.PR, q-fin.CP, q-fin.MF, q-fin.PR
Publication source
arxiv.org · abs/2006.14288v3 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2006.14288 ↗

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Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
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DeepIntoStreams/TSFM_Finance

github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
31
Language
Jupyter Notebook
Code license
Apache-2.0
foundation-modeltime-seriesresearch-lab
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