No-arbitrage bounds for the forward smile given marginals
- 期刊名称Quantitative Finance
- 作者Badikov, Sergey; Jacquier, Antoine; Liu, Daphne Qing; Roome, Patrick
- 卷第17卷
- 期第8期
- 印刷ISSN1469-7688
- 电子ISSN1469-7696
- 文件大小1541.51KB
- 发表时间2017-08-03
- DOI10.1080/14697688.2016.1267392
- 页码1243-1256
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