On volatility of prices in arbitrage-free markets (Q1904628)
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scientific article; zbMATH DE number 829861
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On volatility of prices in arbitrage-free markets |
scientific article; zbMATH DE number 829861 |
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On volatility of prices in arbitrage-free markets (English)
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2 May 1996
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arbitrage-free securities market
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stochastic derivatives
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cross sectional variations in price volatility
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