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MR1665575 (2000d:91063) 91B28 (52A40 60E15 60J65)
Borell, Christer Geometric inequalities in option pricing. Convex geometric analysis (Berkeley, CA, 1996), 29–51, Math. Sci. Res. Inst. Publ., 34, Cambridge Univ. Press, Cambridge, 1999.
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