Pricing and hedging in a single period market with random interval valued assets (Q2353953): Difference between revisions
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scientific article
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English | Pricing and hedging in a single period market with random interval valued assets |
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Pricing and hedging in a single period market with random interval valued assets (English)
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10 July 2015
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robust arbitrage
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risk-neutral pricing measure
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robust replicative strategy
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random interval
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