PRICING AND VALUATION UNDER THE REAL-WORLD MEASURE (Q2797876)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING AND VALUATION UNDER THE REAL-WORLD MEASURE |
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PRICING AND VALUATION UNDER THE REAL-WORLD MEASURE (English)
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1 April 2016
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arbitrage
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complete market
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complex market
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efficient market
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enlargement of filtrations
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fundamental theorem of asset pricing
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growth-optimal portfolio
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immersion
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numéraire portfolio
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pricing
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sensitive market
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valuation
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