Option Pricing with Long-Short Spreads

Pengguo Wang ()
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Pengguo Wang: Imperial College London

Frontiers in Finance and Economics, 2006, vol. 3, issue 1, 1-28

Keywords: option pricing; no-arbitrage; long-short spreads; martingale measure; hedging (search for similar items in EconPapers)
JEL-codes: C61 G12 G13 (search for similar items in EconPapers)
Date: 2006
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