Stop the war!

Остановите войну!

for scientists:

default search action

combined dblp search
author search
venue search
publication search

ask others

"On the no-arbitrage condition in option implied trees."

Vittorio Moriggia, Silvia Muzzioli, Costanza Torricelli (2009)

> Home

Details and statistics

DOI: 10.1016/J.EJOR.2007.10.017

access: closed

type: Journal Article

metadata version: 2020-12-29

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/eor/MoriggiaMT09
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/eor/MoriggiaMT09
Vittorio Moriggia, Silvia Muzzioli, Costanza Torricelli:
On the no-arbitrage condition in option implied trees. Eur. J. Oper. Res. 193(1): 212-221 (2009)

a service of

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.