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Market clearing and derivative pricing - MaRDI portal

Market clearing and derivative pricing (Q1780152)

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scientific article; zbMATH DE number 2173990
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English
Market clearing and derivative pricing
scientific article; zbMATH DE number 2173990

    Statements

    Market clearing and derivative pricing (English)
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    7 June 2005
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    option pricing
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    general equilibrium
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    dynamically incomplete markets
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