"Consistent Pricing of Options on Leveraged ETFs."

Andrew Ahn, Martin B. Haugh, Ashish Jain (2015)

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DOI: 10.1137/151003933

access: closed

type: Journal Article

metadata version: 2017-05-17

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Andrew Ahn, Martin B. Haugh, Ashish Jain:
Consistent Pricing of Options on Leveraged ETFs. SIAM J. Financial Math. 6(1): 559-593 (2015)

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