Title of article
Conditions on option prices for absence of arbitrage and exact calibration
Author/Authors
Laurent Cousot، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
21
From page
3377
To page
3397
Keywords
OPTIONS , Arbitrage , calibration , Default probability
Journal title
Journal of Banking and Finance
Serial Year
2007
Journal title
Journal of Banking and Finance
Record number
194132
Link To Document