Vector Optimization Approach For Pricing And Hedging In Imperfect Markets (Q6039371)

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scientific article; zbMATH DE number 7682330
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Vector Optimization Approach For Pricing And Hedging In Imperfect Markets
scientific article; zbMATH DE number 7682330

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    Vector Optimization Approach For Pricing And Hedging In Imperfect Markets (English)
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    5 May 2023
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    pseudo-arbitrage
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    vector optimization
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    efficient portfolio
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    spread reduction
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