Pricing Without Equivalent Martingale Measures Under Complete and Incomplete Observation (Q3000879): Difference between revisions

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Revision as of 09:19, 5 March 2024

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Pricing Without Equivalent Martingale Measures Under Complete and Incomplete Observation
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    Pricing Without Equivalent Martingale Measures Under Complete and Incomplete Observation (English)
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    31 May 2011
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    pricing theory
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    no equivalent martingale measure
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    superreplication
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    benchmark approach
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    incomplete observation
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