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Research reports by José Igor Morlanes

Here are the reports authored by José Igor Morlanes. See the reports of all authors.

Helsinki University of Technology Institute of Mathematics Research Reports A

A558

José Igor Morlanes, Antti Rasila, Tommi Sottinen

Empirical evidence on arbitrage by changing the stock exchange   [pdf][ps]

Received 2008-12-09 * arbitrage, option-pricing volatility * AMS 91B28, 60H30 * 10 pages