"Risk-neutral compatibility with option prices."

Jean Jacod, Philip Protter (2010)

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DOI: 10.1007/S00780-009-0109-9

access: closed

type: Journal Article

metadata version: 2020-07-22

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Jean Jacod, Philip Protter:
Risk-neutral compatibility with option prices. Finance Stochastics 14(2): 285-315 (2010)

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