Pricing issues with investment flows. Applications to market models with frictions (Q5943169)
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scientific article; zbMATH DE number 1642493
Language | Label | Description | Also known as |
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English | Pricing issues with investment flows. Applications to market models with frictions |
scientific article; zbMATH DE number 1642493 |
Statements
Pricing issues with investment flows. Applications to market models with frictions (English)
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24 February 2004
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contingent claims pricing
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market imperfections
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superreplication cost
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arbitrary
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viability
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