The arbitrage-free interval of American contingent claims with frictions (Q932512)
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scientific article; zbMATH DE number 5300428
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The arbitrage-free interval of American contingent claims with frictions |
scientific article; zbMATH DE number 5300428 |
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The arbitrage-free interval of American contingent claims with frictions (English)
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11 July 2008
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contingent claims
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pricing
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hedging
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Doob-Meyer decompositions
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