Timeline for Arbitrage bounds for Black-Scholes
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
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| Jun 24, 2015 at 7:18 | comment | added | emcor | @AFK Yes, the argument for the lower bound is then analogous to (at)Gordon,MarkJoshi. | |
| Jun 23, 2015 at 22:14 | comment | added | AFK | I think you mean convex not semi-positive. The conclusion would not hold for a put spread for example. | |
| Jun 23, 2015 at 13:31 | history | edited | emcor | CC BY-SA 3.0 |
added 11 characters in body
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| Jun 23, 2015 at 11:45 | history | answered | emcor | CC BY-SA 3.0 |