General framework for pricing derivative securities (Q1346157)

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General framework for pricing derivative securities
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    title
    General framework for pricing derivative securities (English)
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    author
    Marek Musiela
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    publication date
    20 March 1995
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    zbMATH DE Number
    735483
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    zbMATH Keywords
    term structure models
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    arbitrage free pricing
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    martingale measures
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    financial risk management
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