Peña, J., X. Saynac, J. C. Vera, and L. F. Zuluaga. “Computing General Static-Arbitrage Bounds for European Basket Options via Dantzig-Wolfe Decomposition”. Algorithmic Operations Research, Vol. 5, no. 2, Dec. 2010, pp. Pages 65 - 74, https://journals.lib.unb.ca/index.php/AOR/article/view/12576.