Option Pricing in Discrete-Time Incomplete Market Models (Q2707152): Difference between revisions
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Latest revision as of 21:46, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option Pricing in Discrete-Time Incomplete Market Models |
scientific article |
Statements
Option Pricing in Discrete-Time Incomplete Market Models (English)
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29 March 2001
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martingale measure
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hedging
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transaction costs
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utility function
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