Universal contingent claims in a general market environment and multiplicative measures: examples and applications (Q2572188)
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English | Universal contingent claims in a general market environment and multiplicative measures: examples and applications |
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Universal contingent claims in a general market environment and multiplicative measures: examples and applications (English)
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16 November 2005
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Universal contingent claim
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Multiplicative measure
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Semilinear evolution equation for universal contingent claims
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Market environment
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Generators of a market environment
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