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Article
Title:
A Note on Options and Bubbles under the CEV Model: Implications for Pricing and Hedging
Authors:
José Carlos Dias
(
ISCTE - Instituto Universitário de Lisboa
)
João Pedro Vidal Nunes
(
ISCTE - Instituto Universitário de Lisboa
)
Aricson Cruz
(
ISCTE - Instituto Universitário de Lisboa
)
Journal:
Review Of Derivatives Research
Year:
2020
Volume:
23
Number:
3
Pages:
249-272
JEL code:
G13 - Contingent Pricing; Futures Pricing
DOI:
10.1007/s11147-019-09164-x
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