No-arbitrage commodity option pricing with market manipulation (Q2190069)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No-arbitrage commodity option pricing with market manipulation |
scientific article |
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No-arbitrage commodity option pricing with market manipulation (English)
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18 June 2020
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price manipulation
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fair game option pricing
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martingale optimality principle
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linear-quadratic stochastic differential games
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