Option Pricing in Discrete-Time Incomplete Market Models (Q2707152)

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Option Pricing in Discrete-Time Incomplete Market Models
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    title
    Option Pricing in Discrete-Time Incomplete Market Models (English)
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    publication date
    29 March 2001
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    zbMATH DE Number
    1582858
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    zbMATH Keywords
    martingale measure
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    hedging
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    transaction costs
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    utility function
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    author
    Łukasz Stettner
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