Arbitrage and duality in nondominated discrete-time models (Q2341632)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arbitrage and duality in nondominated discrete-time models |
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Arbitrage and duality in nondominated discrete-time models (English)
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27 April 2015
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discrete-time financial market
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Knightian uncertainty
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nondominated model
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asset pricing
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martingale measure
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optimal superhedging
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optional decomposition
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