Static-arbitrage optimal subreplicating strategies for basket options

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Publication:817290

DOI10.1016/J.INSMATHECO.2005.05.010zbMATH Open1129.62424OpenAlexW2035481762MaRDI QIDQ817290

Author name not available (Why is that?)

Publication date: 8 March 2006

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2005.05.010



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