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The true invariant of an arbitrage free portfolio - MaRDI portal

The true invariant of an arbitrage free portfolio

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DOI10.1016/S0378-4371(02)01551-0zbMATH Open1010.91047MaRDI QIDQ1859764

Anatoly B. Schmidt

Publication date: 19 February 2003

Published in: Physica A (Search for Journal in Brave)

zbMATH Keywords

option price share number stock hedging expense

Mathematics Subject Classification ID

Cites Work

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