General Properties of Option Prices Yaacov Z. Bergman1 , Bruce D. Grundy2 and Zvi Wiener3 Forthcoming: The Journal of Finance First Draft: February 1995 Current Draft: January

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Date: 2014-02-02 05:57:49 Mathematical finance Stochastic volatility Volatility BlackScholes model Convexity Futures contract Autoregressive conditional heteroskedasticity Stochastic process Convex function Convex set		General Properties of Option Prices Yaacov Z. Bergman1 , Bruce D. Grundy2 and Zvi Wiener3 Forthcoming: The Journal of Finance First Draft: February 1995 Current Draft: January Add to Reading List Source URL: pluto.mscc.huji.ac.il Download Document from Source Website File Size: 332,44 KB Share Document on Facebook

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