Arbitrage bounds in markets with noisy prices and the puzzle of negative option prices implicit in bonds
Year of publication: |
2002
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Authors: | Ioffe, Ioulia D. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 26.2002, 6, p. 1199-1228
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Subject: | Zinsstruktur | Yield curve | Unvollkommener Markt | Incomplete market | Noise Trading | Noise trading | Arbitrage Pricing | Arbitrage pricing | Theorie | Theory |
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