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~person:"Davis, Mark H. A."
~person:"Obłój, Jan"
~subject:"Arbitrage"
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Arbitrage
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Davis, Mark H. A.
Obłój, Jan
Hobson, David G.
1
Raval, Vimal
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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Arbitrage bounds for prices of weighted variance swaps
Davis, Mark H. A.
;
Obłój, Jan
;
Raval, Vimal
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 821-854
Persistent link: https://www.econbiz.de/10011308161
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2
The range of traded option prices
Davis, Mark H. A.
;
Hobson, David G.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10003543093
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