Risk-neutral valuation: Pricing and hedging of financial derivatives
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Publication:1264183
zbMath0922.90009MaRDI QIDQ1264183
Rüdiger Kiesel, Nicholas H. Bingham
Publication date: 31 August 1998
Published in: Springer Finance (Search for Journal in Brave)
stochastic processesdiscrete timeincomplete marketsarbitragecontinuous timestochastic volatility modelsinterest rate modelsfinancial derivatives
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