Option Pricing in Discrete-Time Incomplete Market Models
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Publication:2707152
DOI10.1111/1467-9965.00096zbMath1016.91050MaRDI QIDQ2707152
Publication date: 29 March 2001
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9965.00096
91G20: Derivative securities (option pricing, hedging, etc.)
91B26: Auctions, bargaining, bidding and selling, and other market models
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