On the existence and characterization of arbitrage–free measure in contingent claim valuation (Q4286483)

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scientific article; zbMATH DE number 540783
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On the existence and characterization of arbitrage–free measure in contingent claim valuation
scientific article; zbMATH DE number 540783

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    On the existence and characterization of arbitrage–free measure in contingent claim valuation (English)
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    6 April 1994
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    financial mathematics
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    martingale measures
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    arbitrage-opportunities
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    stochastic analysis
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