Risk-neutral valuation with infinitely many trading dates
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Publication:2471590
DOI10.1016/J.MCM.2006.11.002zbMath1140.91036OpenAlexW2024184476MaRDI QIDQ2471590
Raquel Balbás, Silvia Mayoral, Alejandro Balbas
Publication date: 22 February 2008
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10016/13981
Microeconomic theory (price theory and economic markets) (91B24) Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10) Actuarial science and mathematical finance (91G99)
Cites Work
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