ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES (Q5371133)

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scientific article; zbMATH DE number 6797482
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ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES
scientific article; zbMATH DE number 6797482

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    ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES (English)
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    24 October 2017
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    fundamental theorem of asset pricing
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    arbitrage of the first kind
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    superhedging duality
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    nondominated model
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