Option pricing, arbitrage and martingales

AAJ (Antoon) Pelsser, ACF (Ton) Vorst

Research output: Contribution to journalArticleAcademic

Original languageUndefined/Unknown
Pages (from-to)35-53
Number of pages19
JournalCWI Quarterly
Volume10
Issue number1
Publication statusPublished - 1997

Research programs

  • EUR ESE 08

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