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Author: | Björk, T. Slinko, I. |
Title: | Towards a general theory of good-deal bounds |
Journal: | Review of finance
2006 : VOL. 10:2, p. 221-260 |
Index terms: | derivative securities finance pricing |
Language: | eng |
Abstract: | In this paper, the authors develop a framework in which they examine arbitrage-free good-deal pricing bounds for derivative securities, building upon the results of Cochrane and Saá Requejo (2000). |
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