On the no-arbitrage condition in option implied trees
| Year of publication: |
2009
|
|---|---|
| Authors: | Moriggia, V. ; Muzzioli, S. ; Torricelli, C. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 193.2009, 1, p. 212-221
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