Contingent claim pricing through a continuous time variational bargaining scheme (Q1703541)
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scientific article; zbMATH DE number 6846266
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Contingent claim pricing through a continuous time variational bargaining scheme |
scientific article; zbMATH DE number 6846266 |
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Contingent claim pricing through a continuous time variational bargaining scheme (English)
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2 March 2018
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variational scheme
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real asset pricing
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incomplete markets
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