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Multivariate Extension of Put-Call Symmetry

SIAM Journal on Financial Mathematics - United States
doi 10.1137/090754194
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Abstract

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Categories
Applied MathematicsNumerical AnalysisFinance
Date

January 1, 2010

Authors
Ilya MolchanovMichael Schmutz
Publisher

Society for Industrial & Applied Mathematics (SIAM)


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