Weak time-derivatives and no-arbitrage pricing (Q1788828)
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scientific article; zbMATH DE number 6948971
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Weak time-derivatives and no-arbitrage pricing |
scientific article; zbMATH DE number 6948971 |
Statements
Weak time-derivatives and no-arbitrage pricing (English)
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8 October 2018
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no-arbitrage pricing
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weak time-derivative
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martingale component
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special semimartingales
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stochastic interest rates
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0.8783132
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0.8652219
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0.8537589
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0.8530867
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0.85165787
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0.8496028
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0.8466307
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0.8432486
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