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~person:"Farkas, Walter"
~subject:"Dividende"
~type_genre:"Non-commercial literature"
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Smooth and bid-offer compliant volatility surfaces under general dividend streams
Bachem, Olivier
;
Drimus, Gabriel
;
Farkas, Walter
-
2013
-
This version: July, 2013
Given bid-offer quotes for a set of listed vanilla
options
, a fundamental need of option market makers is to …
Persistent link: https://www.econbiz.de/10010258577
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