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    author
    José Igor Morlanes
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    Tommi Sottinen
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    Antti H. Rasila
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    publication date
    29 September 2009
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    Mathematics Subject Classification ID
    91B28
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    91B82
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    60H30
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    zbMATH DE Number
    5608367
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    zbMATH Keywords
    arbitrage
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    Black-Scholes
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    option-pricing
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    relisting
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    volatility
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