Super‐replication in fully incomplete markets (Q4642729)
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scientific article; zbMATH DE number 6873732
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Super‐replication in fully incomplete markets |
scientific article; zbMATH DE number 6873732 |
Statements
Super‐replication in fully incomplete markets (English)
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25 May 2018
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martingale measures
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stochastic volatility
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super-replication
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