Bounds on European Option Prices under Stochastic Volatility

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Publication:2757296

DOI10.1111/1467-9965.00064zbMath0980.91021OpenAlexW2054406256MaRDI QIDQ2757296

Rüdiger Frey, Carlos A. Sin

Publication date: 26 November 2001

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9965.00064




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