Arbitrage-free market models for option prices: the multi-strike case
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Publication:2271718
DOI10.1007/s00780-008-0068-6zbMath1199.91218OpenAlexW2136926358MaRDI QIDQ2271718
Johannes Wissel, Martin Schweizer
Publication date: 8 August 2009
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/20.500.11850/4672
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Derivative securities (option pricing, hedging, etc.) (91G20)
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