When Does Convergence of Asset Price Processes Imply Convergence of Option Prices?
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Publication:2707197
DOI10.1111/1467-9965.00060zbMath1020.91026OpenAlexW2062911733MaRDI QIDQ2707197
Walter Schachermayer, Friedrich Hubalek
Publication date: 29 March 2001
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9965.00060
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