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A Harmonic Analysis Solution to the Static Basket Arbitrage Problem Alexandre d’Aspremont ORFE, Princeton University Available online at www.princeton.edu/∼aspremon
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Document Date: 2013-09-09 17:45:33
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A Harmonic Analysis Solution to the Static Basket Arbitrage Problem Alexandre d’Aspremont ORFE, Princeton University Available online at www.princeton.edu/∼aspremon