Sharp distribution free lower bounds for spread options and the corresponding optimal subreplicating portfolios

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Bibliographische Detailangaben
Veröffentlicht in:	Insurance / Mathematics & economics
1. Verfasser:	Laurence, Peter (VerfasserIn)
Weitere Verfasser:	Wang, Tai-ho (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2009
Schlagworte:	Aufsatz in Zeitschrift
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