In financial mathematics, no-arbitrage bounds are mathematical relationships specifying limits on financial portfolio prices. These price bounds are a specific example of good–deal bounds, and are in fact the greatest extremes for good–deal bounds.
In financial mathematics, no-arbitrage bounds are mathematical relationships specifying limits on financial portfolio prices. These price bounds are a specific example of good–deal bounds, and are in fact the greatest extremes for good–deal bounds.
Source: Wikipedia "No-arbitrage bounds" · CC BY-SA 4.0
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