Arbitrage-free pricing of derivatives in nonlinear market models (Q2296111)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arbitrage-free pricing of derivatives in nonlinear market models |
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Arbitrage-free pricing of derivatives in nonlinear market models (English)
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17 February 2020
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arbitrage
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hedging
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fair price
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funding cost
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margin agreement
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market friction
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BSDE
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