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Bid and ask prices as non-linear continuous time G-expectations based on distortions

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https://hal.archives-ouvertes.fr/hal-01020002
Contributor : Serena Benassù <>
Submitted on : Monday, July 7, 2014 - 3:50:27 PM
Last modification on : Friday, March 27, 2020 - 4:01:37 AM

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  • HAL Id : hal-01020002, version 1

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E. Eberlein, D. Madan, M. Pistorius, M. Yor. Bid and ask prices as non-linear continuous time G-expectations based on distortions. Mathematics and Financial Economics, Springer Verlag, 2014, 8 (3), pp.265-289. ⟨hal-01020002⟩

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