Arbitrage-free market models for option prices: the multi-strike case
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Volume (Year): 12 (2008)
Issue (Month): 4 (October)
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- Ledoit, Olivier & Santa-Clara, Pedro & Yan, Shu, 2002. "Relative Pricing of Options with Stochastic Volatility," University of California at Los Angeles, Anderson Graduate School of Management qt7jp8f42t, Anderson Graduate School of Management, UCLA.
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