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Jun
21
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May
27
comment How to find the upper bound of a digital option given some market data?
Hi chrisaycock, it's not a homework. To SRKK, it's obvious $\mathcal{N}\in[0,1]$ but it doesn't help on solving the sup, any idea on it?
May
27
asked How to find the upper bound of a digital option given some market data?