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A New Elementary Geometric Approach to Option Pricing Bounds in Discrete Time Models

https://doi.org/10.2139/ssrn.2259738
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1 of 23 checkable references need attention · checked 2026-08-27

At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.

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References needing attention

does not resolve to a known work10.1017/s0001867800016360
The 22 checked references that resolve
resolves10.1080/02331934.2013.833201
Calibrated American option pricing by stochastic linear programming
resolves10.1007/3-540-27900-8
A Course in Derivative Securities
resolves10.1093/0199271267.001.0001
Arbitrage Theory in Continuous Time
resolves10.1093/rfs/9.4.1211
American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods
resolves10.1287/mnsc.1040.0275
ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications
resolves10.2307/2331019
A Lattice Framework for Option Pricing with Two State Variables
resolves10.1080/02331930902819188
Pricing American contingent claims by stochastic linear programming
resolves10.3386/w5489
Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets
resolves10.1023/A:1019206915174
Scenarios for Multistage Stochastic Programs
resolves10.1007/978-1-4757-7146-6
Mathematics of Financial Markets
resolves10.1080/02331930701779054
Option pricing by mathematical programming†
resolves10.1007/s10444-004-7611-6
A general construction of barycentric coordinates over convex polygons
resolves10.1111/j.1467-8659.2008.01292.x
Maximum Entropy Coordinates for Arbitrary Polytopes
resolves10.1016/0196-6774(83)90013-5
Finding the convex hull of a simple polygon
resolves10.1016/0022-0531(79)90043-7
Martingales and arbitrage in multiperiod securities markets
resolves10.1007/s101070100257
Duality and martingales: a stochastic programming perspective on contingent claims
resolves10.1007/978-3-662-22132-7_3
Finite Security Markets
resolves10.1016/j.ejor.2009.02.031
Expected gain–loss pricing and hedging of contingent claims in incomplete markets by linear programming
resolves10.1111/j.1540-6261.1985.tb02373.x
On Option Pricing Bounds
resolves10.1111/j.1540-6261.1988.tb03940.x
Option Bounds with Finite Revision Opportunities
resolves10.1002/nme.1193
Construction of polygonal interpolants: a maximum entropy approach
resolves10.1007/0-387-31607-8
Binomial Models in Finance
The 3 references without a DOI — listed, not checked
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no DOI — not checkedref19
no DOI — not checkedref23
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