Option Pricing Bounds and Statistical Uncertainty: Using Econometrics to Find an Exit Strategy in Derivatives Trading

Author(s):  
Per A. Mykland
1997 ◽  
Vol 13 (4) ◽  
pp. 817-839 ◽  
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A. W. Janicki ◽  
I. Popova ◽  
P. H. Ritchken ◽  
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pp. 149-164 ◽  
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Vol 23 (4) ◽  
pp. 535-556 ◽  
Author(s):  
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Vol 40 (4) ◽  
pp. 1219-1233 ◽  
Author(s):  
PETER H. RITCHKEN

2015 ◽  
Vol 16 (4) ◽  
pp. 535-554 ◽  
Author(s):  
Ruggero Caldana ◽  
Gianluca Fusai ◽  
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Martino Grasselli

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