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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Finance research letters"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"The journal of derivatives : JOD"
~isPartOf:"Wiley trading series"
~person:"Braouezec, Yann"
~source:"econis"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Risk"
~subject:"Volatility"
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How fundamental is the one-period trinomial model to European option pricing bounds : a new methodological approach
Braouezec, Yann
- In:
Finance research letters
21
(
2017
),
pp. 92-99
Persistent link: https://www.econbiz.de/10011807511
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