On the range of options prices (*)
Year of publication: |
1997
|
---|---|
Authors: | Eberlein, Ernst ; Jacod, Jean |
Published in: |
Finance and Stochastics. - Springer. - Vol. 1.1997, 2, p. 131-140
|
Publisher: |
Springer |
Subject: | Contingent claim valuation | incomplete model | purely discontinuous process | martingale measures |
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