A More General Valuation and Arbitrage Theory for Itô Processes (Q3518306)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A More General Valuation and Arbitrage Theory for Itô Processes |
scientific article |
Statements
A More General Valuation and Arbitrage Theory for Itô Processes (English)
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7 August 2008
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arbitrage
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continuous-time financial markets
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pricing of contingent claims
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stochastic flows
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tameness
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