Options Prices in Incomplete Markets
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Publication:4606385
DOI10.1051/proc/201756072zbMath1407.91251OpenAlexW2753926129MaRDI QIDQ4606385
Publication date: 7 March 2018
Published in: ESAIM: Proceedings and Surveys (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/proc/201756072
Martingales with continuous parameter (60G44) Derivative securities (option pricing, hedging, etc.) (91G20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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