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Article de recherche (journal article)
Tests d'arbitrage sur options. Une analyse empirique des cotations de market-makers
Tests d'arbitrage sur options. Une analyse empirique des cotations de market-makers
Author(s)
Ardia, David
Chaire de gestion des risques financiers
Date issued
2007
In
Banque et Marchés
No
89
From page
45
To page
54
Reviewed by peer
1
Publication type
journal article
Identifiers
https://libra.unine.ch/handle/20.500.14713/63554
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Name
WP_DQE_08.pdf
Type
Main Article
Size
271.8 KB
Format
Adobe PDF