Pricing Without Equivalent Martingale Measures Under Complete and Incomplete Observation
DOI10.1007/978-3-642-03479-4_6zbMATH Open1229.91132OpenAlexW100450476MaRDI QIDQ3000879FDOQ3000879
Wolfgang J. Runggaldier, Giorgia Galesso
Publication date: 31 May 2011
Published in: Contemporary Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-03479-4_6
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superreplicationbenchmark approachincomplete observationpricing theoryno equivalent martingale measure
Microeconomic theory (price theory and economic markets) (91B24) Financial applications of other theories (91G80)
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