Duality and martingales: a stochastic programming perspective on contingent claims (Q1849531)
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scientific article; zbMATH DE number 1837147
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Duality and martingales: a stochastic programming perspective on contingent claims |
scientific article; zbMATH DE number 1837147 |
Statements
Duality and martingales: a stochastic programming perspective on contingent claims (English)
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1 December 2002
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option pricing
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martingales
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incomplete markets
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stochastic programming
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0.8860353
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0.8835285
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0.8831314
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0.8770714
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0.87491345
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0.8670915
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0.8630581
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0.8630192
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