Arbitrage bounds in markets with noisy prices and the puzzle of negative option prices implicit in bonds
| Year of publication: |
2002
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|---|---|
| Authors: | Ioffe, Ioulia D. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 26.2002, 6, p. 1199-1228
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