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Revision as of 17:05, 22 February 2024

scientific article; zbMATH DE number 6847882
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English
Options Prices in Incomplete Markets
scientific article; zbMATH DE number 6847882

    Statements

    Options Prices in Incomplete Markets (English)
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    7 March 2018
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    incomplete markets
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    pay-off function
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    convex function
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    European call option
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    price process
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    Brownian motion
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