SPARSE CALIBRATIONS OF CONTINGENT CLAIMS (Q5190053)
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scientific article; zbMATH DE number 5681066
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SPARSE CALIBRATIONS OF CONTINGENT CLAIMS |
scientific article; zbMATH DE number 5681066 |
Statements
SPARSE CALIBRATIONS OF CONTINGENT CLAIMS (English)
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12 March 2010
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arbitrage
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bid-ask prices
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calibration
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multiperiod markets
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superhedging price
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