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Option pricing in a world with arbitrage - MaRDI portal

Option pricing in a world with arbitrage (Q2752030)

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scientific article; zbMATH DE number 1665339
Language Label Description Also known as
English
Option pricing in a world with arbitrage
scientific article; zbMATH DE number 1665339

    Statements

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    21 October 2001
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    information
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    option pricing
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    arbitrage
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    Black-Scholes
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    Option pricing in a world with arbitrage (English)
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    Identifiers