The paper [1] contains two mistakes. We are grateful to Man Kit Tsui for his questions and remarks, leading us to identify them.
Correction to: No-arbitrage commodity option pricing with market manipulation (Mathematics and Financial Economics, (2020), 14, 3, (577-603), 10.1007/s11579-020-00265-y)
Callegaro G.;
2021
Abstract
The paper [1] contains two mistakes. We are grateful to Man Kit Tsui for his questions and remarks, leading us to identify them.File in questo prodotto:
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