"Robust price bounds for the forward starting straddle."

David Hobson, Martin Klimmek (2015)

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DOI: 10.1007/S00780-014-0249-4

access: closed

type: Journal Article

metadata version: 2020-07-22

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David Hobson, Martin Klimmek:
Robust price bounds for the forward starting straddle. Finance Stochastics 19(1): 189-214 (2015)

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