No-arbitrage conditions and pricing from discrete-time to continuous-time strategies (Q6110753)

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scientific article; zbMATH DE number 7707840
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No-arbitrage conditions and pricing from discrete-time to continuous-time strategies
scientific article; zbMATH DE number 7707840

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    No-arbitrage conditions and pricing from discrete-time to continuous-time strategies (English)
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    6 July 2023
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    no-arbitrage condition
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    super-hedging price
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    AIP condition
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    NFL condition
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    discrete-time financial model
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    continuous-time financial market model
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