"Implied trees in illiquid markets: A Choquet pricing approach."

Silvia Muzzioli, Costanza Torricelli (2002)

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DOI: 10.1002/INT.10039

access: closed

type: Journal Article

metadata version: 2017-06-06

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Silvia Muzzioli, Costanza Torricelli:
Implied trees in illiquid markets: A Choquet pricing approach. Int. J. Intell. Syst. 17(6): 577-594 (2002)

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