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Valuation and dynamic replication of contingent claims in a general market environment based on the beliefs-preferences gauge symmetry - MaRDI portal

Valuation and dynamic replication of contingent claims in a general market environment based on the beliefs-preferences gauge symmetry

From MaRDI portal
Publication:706277

zbMath1104.91303MaRDI QIDQ706277

Valery A. Kholodnyi

Publication date: 8 February 2005

Published in: Russian Journal of Mathematical Physics (Search for Journal in Brave)



Mathematics Subject Classification ID








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