A Note on Market Completeness with American Put Options (Q4561927)
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scientific article; zbMATH DE number 6993389
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Note on Market Completeness with American Put Options |
scientific article; zbMATH DE number 6993389 |
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A Note on Market Completeness with American Put Options (English)
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13 December 2018
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market completeness
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American put
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Tanaka formula
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European call
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marginals
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