Options Prices in Incomplete Markets (Q4606385)
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scientific article; zbMATH DE number 6847882
Language | Label | Description | Also known as |
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English | Options Prices in Incomplete Markets |
scientific article; zbMATH DE number 6847882 |
Statements
Options Prices in Incomplete Markets (English)
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7 March 2018
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incomplete markets
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pay-off function
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convex function
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European call option
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price process
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Brownian motion
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