1.
Peña J, Saynac X, Vera JC, Zuluaga LF. Computing general static-arbitrage bounds for European basket options via Dantzig-Wolfe decomposition. AOR [Internet]. 2010Dec.2 [cited 2019Oct.20];5(2):Pages 65 - 74. Available from: https://journals.lib.unb.ca/index.php/AOR/article/view/12576