Market completion using options (Q3534746)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Market completion using options |
scientific article |
Statements
4 November 2008
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market completeness
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traded options
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martingale model
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stochastic volatility
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variance swap
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real analytic functions
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q-fin.PR
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math.PR
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