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PRICING ILLIQUID OPTIONS WITH N + 1 LIQUID PROXIES USING MIXED DYNAMIC-STATIC HEDGING
HALPERIN, IGOR, ITKIN, ANDREYVolume:
16
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024913500337
Date:
November, 2013
File:
PDF, 223 KB
english, 2013