Arbitrage bounds in markets with noisy prices and the puzzle of negative option prices implicit in bonds
| Year of publication: |
2002
|
|---|---|
| Authors: | Ioffe, Ioulia D. |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 26.2002, 6, p. 1199-1228
|
| Publisher: |
Elsevier |