Robust option pricing: Hannan and Blackwell meet black and...

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Robust option pricing: Hannan and Blackwell meet black and scholes

DeMarzo, Peter M., Kremer, Ilan, Mansour, Yishay
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Language:
english
Journal:
Journal of Economic Theory
DOI:
10.1016/j.jet.2016.01.009
Date:
January, 2016
File:
PDF, 799 KB
english, 2016
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