Asymptotic synthesis of contingent claims with controlled risk in a sequence of discrete-time markets (Q5164447)
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scientific article; zbMATH DE number 7424511
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| English | Asymptotic synthesis of contingent claims with controlled risk in a sequence of discrete-time markets |
scientific article; zbMATH DE number 7424511 |
Statements
Asymptotic synthesis of contingent claims with controlled risk in a sequence of discrete‐time markets (English)
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11 November 2021
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market completeness
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Black-Scholes-Merton model
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synthesis of contingent claims
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0.7934703230857849
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0.7804740071296692
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0.7698036432266235
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0.7673459649085999
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0.7667429447174072
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