Super‐replication in fully incomplete markets (Q4642729)

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scientific article; zbMATH DE number 6873732
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English
Super‐replication in fully incomplete markets
scientific article; zbMATH DE number 6873732

    Statements

    Super‐replication in fully incomplete markets (English)
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    25 May 2018
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    martingale measures
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    stochastic volatility
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    super-replication
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