European-Type Contingent Claims in an Incomplete Market with Constrained Wealth and Portfolio (Q2757310)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | European-Type Contingent Claims in an Incomplete Market with Constrained Wealth and Portfolio |
scientific article |
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European-Type Contingent Claims in an Incomplete Market with Constrained Wealth and Portfolio (English)
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26 November 2001
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option pricing
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incomplete markets
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contingent claim
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continuous incomplete model of trading
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replicating portfolio
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