Option pricing under short-lived arbitrage: theory and tests
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DOI: 10.1080/14697688.2017.1301677
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Cited by:
- Xia, Kun & Yang, Xuewei & Zhu, Peng, 2023. "Delta hedging and volatility-price elasticity: A two-step approach," Journal of Banking & Finance, Elsevier, vol. 153(C).
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