scientific article; zbMATH DE number 7089056
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Publication:5227506
zbMath1422.91692arXiv1407.1769MaRDI QIDQ5227506
Massoomeh Rahsepar, Alfredo L. González, Iván Degano, Sebastian E. Ferrando
Publication date: 6 August 2019
Full work available at URL: https://arxiv.org/abs/1407.1769
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Martingales with continuous parameter (60G44) Derivative securities (option pricing, hedging, etc.) (91G20)
Related Items (4)
No-arbitrage symmetries ⋮ On statistical indistinguishability of complete and incomplete discrete time market models ⋮ Unnamed Item ⋮ Unnamed Item
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