An Arbitrage-Free Interpolation of Class C2 for Option Prices
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Published:2020-11-12
Issue:4
Volume:28
Page:64-86
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ISSN:1074-1240
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Container-title:The Journal of Derivatives
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language:en
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Short-container-title:JOD
Publisher
Pageant Media US
Subject
Economics and Econometrics,Finance