Arbitrage in skew Brownian motion models
Year of publication: |
2012
|
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Authors: | Rossello, Damiano |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 50.2012, 1, p. 50-56
|
Subject: | Arbitrage | Stochastischer Prozess | Stochastic process | USA | United States | Theorie | Theory | Arbitrage Pricing | Arbitrage pricing |
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