Completeness of a general semimartingale market under constrained trading
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Publication:3511641
zbMATH Open1143.91330MaRDI QIDQ3511641FDOQ3511641
Authors: Tomasz R. Bielecki, Marek Rutkowski, Monique Jeanblanc 
Publication date: 11 July 2008
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- scientific article; zbMATH DE number 1222798
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- Unit-linked life insurance policies: optimal hedging in partially observable market models
- Semimartingales and Hedging in Incomplete Markets
- Call completeness implies completeness in the \(n\)-period model of a financial market
- Completeness of securities market models -- an operator point of view
- On complete securities markets and the martingale property of securities prices
- Semi-static completeness and robust pricing by informed investors
- Replication of Contingent Claims in a Reduced-Form Credit Risk Model with Discontinuous Asset Prices
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