Combinatorial implications of nonlinear uncertain volatility models: the case of barrier options
Authors:
Marco Avellaneda a;
Robert Buff a
| Affiliation: | a New York University, New York 10012± 1185, USA. |
DOI:
10.1080/135048699334582
Publication Frequency:
6 issues per year
Number of References: 10
Formats available:
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(English)

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