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scientific article; zbMATH DE number 1129914
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scientific article; zbMATH DE number 1129914

    Statements

    author
    Jacques Janssen
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    Raimondo Manca
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    Giuseppe Di Biase
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    publication date
    17 March 1998
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    zbMATH Keywords
    option pricing
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    Markov and semi-Markov processes
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    possibility of arbitrage
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    Identifiers

    zbMATH DE Number
    1129914
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