Bäuerle, Nicole; Schmithals, Daniel Consistent upper price bounds for exotic options. (English) Zbl 1466.91324 Int. J. Theor. Appl. Finance 24, No. 2, Article ID 2150011, 29 p. (2021). MSC: 91G20 PDFBibTeX XMLCite \textit{N. Bäuerle} and \textit{D. Schmithals}, Int. J. Theor. Appl. Finance 24, No. 2, Article ID 2150011, 29 p. (2021; Zbl 1466.91324) Full Text: DOI arXiv
Bäuerle, Nicole; Schmithals, Daniel Martingale optimal transport in the discrete case via simple linear programming techniques. (English) Zbl 1435.49010 Math. Methods Oper. Res. 90, No. 3, 453-476 (2019). MSC: 49Q20 91G20 60G42 PDFBibTeX XMLCite \textit{N. Bäuerle} and \textit{D. Schmithals}, Math. Methods Oper. Res. 90, No. 3, 453--476 (2019; Zbl 1435.49010) Full Text: DOI arXiv