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K. Fergusson

1 paper hereh-index 5197 citations35 works total

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1 paper

q-fin.MF2025

Free Lunches with Vanishing Risks Most Likely Exist

Eckhard Platen, Kevin Fergusson

The hypothesis that there do not exist free lunches with vanishing risk (FLVRs) in the real market underpins the popular risk-neutral pricing and hedging methodology in quantitativ…

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