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Model-Free Bounds for Multi-Asset Options Using Option-Implied Information and Their Exact Computation.

Ariel NeufeldAntonis PapapantoleonQikun Xiang
Published in: Manag. Sci. (2023)
Keyphrases
  • model free
  • lower bound
  • neural network
  • machine learning
  • training data
  • reinforcement learning
  • prior information