scientific article; zbMATH DE number 3891046

MaRDI QIDQ3347574zbMATH OpenFDO

Authors Sigrid M. Müller

Publication date 1985

zbMATH Keywords

dynamic portfoliofrictionless continuous-time securities market modelvaluation of contingent claims

Mathematics Subject Classification ID

Recommendations

• Introduction to a theory of value coherent with the no-arbitrage principle
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• scientific article; zbMATH DE number 1930397

Cited in

(9)

• A finite volume approach for contingent claims valuation
• On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations
• How much can investors discount?
• The Dynamicq-Valuation of a Contingent Claim in a Continuous Market Model
• Three behavioural scenarios for contingent claims valuation in incomplete markets
• Introduction to a theory of value coherent with the no-arbitrage principle
• The valuation problem in arbitrage price theory
• Valuation and dynamic replication of contingent claims in a general market environment based on the beliefs-preferences gauge symmetry
• Universal contingent claims and valuation multiplicative measures with examples and applications

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