Approximations and asymptotics of upper hedging prices in multinomial models (Q692029): Difference between revisions

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Latest revision as of 22:28, 5 July 2024

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Approximations and asymptotics of upper hedging prices in multinomial models
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    Approximations and asymptotics of upper hedging prices in multinomial models (English)
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    4 December 2012
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    Black-Scholes-Barenblatt equation
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    contingent claim
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    Cox-Ross-Rubinstein formula
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    incomplete market
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    stochastic control
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    trinomial model
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