Uncertain volatility and the risk-free synthesis of derivatives

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Publication:4994401

DOI10.1080/13504869500000007zbMath1466.91347OpenAlexW2079233604MaRDI QIDQ4994401

Terence J. Lyons

Publication date: 18 June 2021

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/13504869500000007




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