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"Arbitrage Opportunities in Misspecified Stochastic Volatility Models."

Rudra P. Jena, Peter Tankov (2011)

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DOI: 10.1137/100786678

access: closed

type: Journal Article

metadata version: 2017-05-17

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Rudra P. Jena, Peter Tankov:
Arbitrage Opportunities in Misspecified Stochastic Volatility Models. SIAM J. Financial Math. 2(1): 317-341 (2011)

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