Arbitrage-free market models for option prices: the multi-strike case
Year of publication: |
2008
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Authors: | Schweizer, Martin ; Wissel, Johannes |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 12.2008, 4, p. 469-506
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