Is the Information Obtained from European Options on...

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Is the Information Obtained from European Options on Equally Weighted Baskets Enough to Determine the Prices of Exotic Derivatives Such as Worst of Options?

Marabel Romo, Jacinto
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Year:
2014
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2542898
File:
PDF, 486 KB
english, 2014
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