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Frontiers in Quantitative Finance
2008Preface. About the Editor. About the Contributors. PART ONE: Option Pricing and Volatility Modeling. CHAPTER 1: A Moment Approach to Static Arbitrage ( Alexandre d'Aspremont ). 1.1 Introduction. 1.2 No-Arbitrage Conditions. 1.3 Example. 1.4 Conclusion.
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