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scientific article
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scientific article

    Statements

    author
    Torsten Rheinländer
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    Jenny Sexton
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    publication date
    17 May 2011
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    zbMATH Keywords
    incomplete markets
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    derivative securities
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    hedging
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    optimal martingale measures
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    Identifiers

    Mathematics Subject Classification ID
    91-02
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    91G20
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    60G51
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    60G44
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    zbMATH DE Number
    5894935
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