Price functionals with bid-ask spreads: An axiomatic approach (Q1592527)

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Price functionals with bid-ask spreads: An axiomatic approach
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    Price functionals with bid-ask spreads: An axiomatic approach (English)
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    25 January 2001
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    price functionals
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    bid-ask spreads
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    no-arbitrage assumptions
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    Market-makers
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    contingent claims
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