A GENERAL METHODOLOGY TO PRICE AND HEDGE DERIVATIVES IN INCOMPLETE MARKETS

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Publication:3523540

DOI10.1142/S0219024900000024zbMath1153.91457arXivcond-mat/9810257MaRDI QIDQ3523540

Ola Hammarlid, Roberto Baviera, Maurizio Serva, Erik Aurell, Angelo Vulpiani

Publication date: 3 September 2008

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/9810257




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