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"No-arbitrage pricing with α-DS mixtures in a market with bid-ask spreads."

Davide Petturiti, Barbara Vantaggi (2023)

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DOI: —

access: open

type: Conference or Workshop Paper

metadata version: 2023-08-28

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  - electronic edition @ mlr.press (open access)
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  dblp key:
  - conf/isipta/PetturitiV23
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  persistent URL:
  - https://dblp.org/rec/conf/isipta/PetturitiV23
Davide Petturiti, Barbara Vantaggi:
No-arbitrage pricing with α-DS mixtures in a market with bid-ask spreads. ISIPTA 2023: 401-411

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