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Cited article:

An Improvement of Gain-Loss Price Bounds on Options Based on Binomial Tree and Market-Implied Risk-Neutral Distribution

Shi-jie Jiang, Mujun Lei and Cheng-Huang Chung
Sustainability 10 (6) 1942 (2018)

A convex duality approach for pricing contingent claims under partial information and short selling constraints

Kristina Rognlien Dahl
Stochastic Analysis and Applications 35 (2) 317 (2017)

The Best Gain-Loss Ratio is a Poor Performance Measure

Sara Biagini and Mustafa Ç. Pinar
SIAM Journal on Financial Mathematics 4 (1) 228 (2013)