Risk Neutral Measure Determination from Price Ranges:...

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Risk Neutral Measure Determination from Price Ranges: Single Period Market Models.

Gzyl, Henryk, ter Horst, Enrique, Molina, German
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Year:
2017
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2964064
File:
PDF, 257 KB
english, 2017
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