Robust option pricing: Hannan and Blackwell meet Black and Scholes
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Publication:281366
DOI10.1016/j.jet.2016.01.009zbMath1369.91177OpenAlexW3124410391MaRDI QIDQ281366
Peter M. DeMarzo, Yishay Mansour, Ilan Kremer
Publication date: 11 May 2016
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2016.01.009
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