Super-replication price: it can be ok (Q4615501)
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scientific article; zbMATH DE number 7007409
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| English | Super-replication price: it can be ok |
scientific article; zbMATH DE number 7007409 |
Statements
Super-replication price: it can be ok (English)
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29 January 2019
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discrete-time financial model
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super-replication problem
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Cox-Ross-Rubinstein model
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European contingent claim
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0.78325915
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0.7306968
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