Put–Call Parities, absence of arbitrage opportunities, and nonlinear pricing rules

Fuente: Wiley Open Access

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Bibliographic Details
Main Authors:	Lorenzo Bastianello, Alain Chateauneuf, Bernard Cornet
Format:	Artículo Open Access
Published:	Wiley 2024
Subjects:	Mathematical Finance
Online Access:	Acceder al recurso
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Description
DOI:	10.1111/mafi.12433

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