Arbitrage and hedging in a non probabilistic framework (Q1938956): Difference between revisions

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+Q5430704
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+Pricing by hedging and no-arbitrage beyond semimartingales
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+Dynamic spanning without probabilities
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+Q5560061
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+Arbitrage pricing with incomplete markets
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+Arbitrage in fractional Brownian motion models
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+Financial Modelling with Jump Processes
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+A general version of the fundamental theorem of asset pricing
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+Probability
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+On weak Brownian motions of arbitrary order
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+Q3966879
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+No arbitrage without semimartingales
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+On quadratic variation of processes with Gaussian increments
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+LONG RANGE DEPENDENCE, NO ARBITRAGE AND THE BLACK–SCHOLES FORMULA
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