Combinatorial implications of nonlinear uncertain volatility models: the case of barrier options
Year of publication: |
1999
|
---|---|
Authors: | Avellaneda, Marco ; Buff, Robert |
Published in: |
Applied Mathematical Finance. - Taylor & Francis Journals, ISSN 1350-486X. - Vol. 6.1999, 1, p. 1-18
|
Publisher: |
Taylor & Francis Journals |
Subject: | Uncertain Volatility Model | Barrier Options | Pricing |
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