On the super replication price of unbounded claims
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Publication:1769420
DOI10.1214/105051604000000459zbMath1068.60064arXivmath/0503550OpenAlexW2045891232MaRDI QIDQ1769420
Publication date: 21 March 2005
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0503550
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