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Is there an informationally passive benchmark for option pricing incorporating maturity?

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Publisher copy:
10.1080/14697680601011438

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More by this author
Institution:
University of Oxford
Division:
SSD
Department:
Divisional Administration
Sub department:
Oxford-Man Institute
Role:
Author
Journal:
Quantitative Finance More from this journal
Volume:
7
Issue:
1
Pages:
75-86
Publication date:
2007-02-01
DOI:
EISSN:
1469-7696
ISSN:
1469-7688
Pubs id:
pubs:324993
UUID:
uuid:fae08f4d-855d-4151-9e41-94b53f13b67b
Local pid:
pubs:324993
Source identifiers:
324993
Deposit date:
2013-11-17

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