Market completion using options
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Publication:3534746
zbMath1153.91479arXiv0710.2792MaRDI QIDQ3534746
Publication date: 4 November 2008
Full work available at URL: https://arxiv.org/abs/0710.2792
stochastic volatility; market completeness; real analytic functions; variance swap; martingale model; traded options
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