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Option trading : pricing and volatility strategies and techniques / Euan Sinclair. p. cm. – (Wiley trading series) Includes index. ISBN 978-0-470-49710-4 (cloth) 1. Options (Finance) 2. Pricing–Mathematical models. I. Title. HG6024.A3S5622 2010 332.63’2283–dc22 2010003139 Printed in the United States of America 10987654321 iv

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