Risk-neutral compatibility with option prices
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Publication:2430260
DOI10.1007/s00780-009-0109-9zbMath1224.91156MaRDI QIDQ2430260
Publication date: 6 April 2011
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00780-009-0109-9
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
91B24: Microeconomic theory (price theory and economic markets)
60G44: Martingales with continuous parameter
91G20: Derivative securities (option pricing, hedging, etc.)
60H05: Stochastic integrals
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