Universal contingent claims in a general market environment and multiplicative measures: examples and applications (Q2572188)

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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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