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~isPartOf:"International Journal of Financial Markets and Derivatives"
~isPartOf:"Post-Print / HAL"
~isPartOf:"Quantitative finance"
~isPartOf:"Review of derivatives research"
~subject:"Bubbles"
~type_genre:"Article in journal"
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Post-Print / HAL
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On the multiplicity of option prices under CEV with positive elasticity of variance
Veestraeten, Dirk
- In:
Review of derivatives research
20
(
2017
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011928028
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A note on options and bubbles under the CEV model : implications for pricing and hedging
Dias, José Carlos
;
Nunes, Joaõ Pedro Vidal
;
Cruz, Aricson
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 249-272
Persistent link: https://www.econbiz.de/10012303226
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