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Are generalized call-spreads efficient ?

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https://hal.archives-ouvertes.fr/hal-00360142
Contributor : Isabelle Bellier <>
Submitted on : Tuesday, February 10, 2009 - 2:18:44 PM
Last modification on : Wednesday, February 19, 2020 - 8:54:41 AM

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Rose-Anne Dana, Guillaume Carlier. Are generalized call-spreads efficient ?. Journal of Mathematical Economics, Elsevier, 2007, 43, pp.581-596. ⟨10.1016/j.jmateco.2006.07.008⟩. ⟨hal-00360142⟩

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