Derivatives Pricing via p-Optimal Martingale Measures: Some...

Derivatives Pricing via p-Optimal Martingale Measures: Some Extreme Cases

Marina Santacroce
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Volume:
43
Language:
english
Journal:
Journal of Applied Probability
DOI:
10.2307/27595761
Date:
September, 2006
File:
PDF, 1.19 MB
english, 2006
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