PEÑA, Javier; SAYNAC, Xavier; VERA, Juan C.; ZULUAGA, Luis Fernando. Computing general static-arbitrage bounds for European basket options via Dantzig-Wolfe decomposition. Algorithmic Operations Research, [S. l.], v. 5, n. 2, p. Pages 65 – 74, 2010. Disponível em: https://journals.lib.unb.ca/index.php/AOR/article/view/12576. Acesso em: 21 nov. 2024.