Peña, Javier, Xavier Saynac, Juan C. Vera, and Luis Fernando Zuluaga. 2010. “Computing General Static-Arbitrage Bounds for European Basket Options via Dantzig-Wolfe Decomposition”. Algorithmic Operations Research 5 (2), Pages 65 - 74. https://journals.lib.unb.ca/index.php/AOR/article/view/12576.