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"Robust option pricing: Hannan and Blackwell meet Black and Scholes."
Peter M. DeMarzo, Ilan Kremer, Yishay Mansour (2016)
- Peter M. DeMarzo, Ilan Kremer, Yishay Mansour:
Robust option pricing: Hannan and Blackwell meet Black and Scholes. J. Econ. Theory 163: 410-434 (2016)
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