Learning Agents in Black-Scholes Financial Markets: Consensus Dynamics and Volatility Smiles
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- Carr, Peter & Madan, Dilip B., 2005. "A note on sufficient conditions for no arbitrage," Finance Research Letters, Elsevier, vol. 2(3), pages 125-130, September.
- Jacob Abernethy & Rafael M. Frongillo & Andre Wibisono, 2012. "Minimax Option Pricing Meets Black-Scholes in the Limit," Papers 1202.2585, arXiv.org.
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