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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
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Document Date: 2014-02-02 05:57:49


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