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    author
    Mark H. A. Davis
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    Jan Obłój
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    publication date
    4 November 2008
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    Mathematics Subject Classification ID
    91B28
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    91B70
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    60J60
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    zbMATH DE Number
    5361724
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    zbMATH Keywords
    market completeness
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    traded options
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    martingale model
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    stochastic volatility
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    variance swap
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    real analytic functions
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