Conditions on option prices for absence of arbitrage and exact calibration
| Year of publication: |
2007
|
|---|---|
| Authors: | Cousot, Laurent |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 31.2007, 11, p. 3377-3397
|
| Publisher: |
Elsevier |