A model-free no-arbitrage price bound for variance options

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Publication:373003

DOI10.1007/S00245-013-9197-1zbMATH Open1272.93135OpenAlexW2043068947MaRDI QIDQ373003

Author name not available (Why is that?)

Publication date: 21 October 2013

Published in: (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/inria-00634387/file/RR-7777.pdf



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