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"Extreme-Strike Comparisons and Structural Bounds for SPX and VIX Options."

Alex Papanicolaou (2018)

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DOI: 10.1137/141001615

access: closed

type: Journal Article

metadata version: 2022-07-01

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Alex Papanicolaou:
Extreme-Strike Comparisons and Structural Bounds for SPX and VIX Options. SIAM J. Financial Math. 9(2): 401-434 (2018)

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