ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS (Q3370586): Difference between revisions

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Revision as of 10:56, 5 March 2024

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ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS
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    ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS (English)
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    8 February 2006
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    semimartingale model
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    Rosenthal's lemma
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