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Volumn 40, Issue 12, 1997, Pages 1239-1248

Collectively fluctuating assets in the presence of arbitrage opportunities, and option pricing

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EID: 22044451451     PISSN: 10637869     EISSN: None     Source Type: Journal    
DOI: 10.1070/PU1997v040n12ABEH000319     Document Type: Article
Times cited : (3)

References (23)
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    • Term Structure Movements and Pricing Interest Rates Contingent Claims
    • HoT S Y, Lee S-B "Term Structure Movements and Pricing Interest Rates Contingent Claims" J. Finance 41 1011 (1986)
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  • 16
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    • Yield Curve Arbitrage and Trading
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    • Breaks, J.D.1
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    • Interface Growth and Burgers Turbulence: The Problem of Random Initial Conditions
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  • 21
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    • Quasi Mean Reversion in an Efficient Stock Market: The Characterization of Economic Equilibria which Support Black-Scholes Option Pricing
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.