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Optimal positioning in derivative securities - MaRDI portal

Optimal positioning in derivative securities

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Publication:4646462

DOI10.1080/713665549zbMath1405.91599OpenAlexW2169446525MaRDI QIDQ4646462

Peter Carr, D. Madan

Publication date: 14 January 2019

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/713665549




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