Arbitrage Pricing of Derivatives with Bounds on the Underlying Securities
Year of publication: |
1998
|
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Authors: | Jouini, Elyès ; Kallal, Hédi ; Napp, Clotilde |
Institutions: | Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) |
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