Abstract
In the following, we recall the notions of arbitrage, completeness and option pricing in quite general one-period (or multi-period) market models, but always based on a finite sample space.
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© 2013 Springer International Publishing Switzerland
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Gianin, E.R., Sgarra, C. (2013). Absence of Arbitrage and Completeness of Market Models. In: Mathematical Finance: Theory Review and Exercises. UNITEXT(), vol 70. Springer, Cham. https://doi.org/10.1007/978-3-319-01357-2_4
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DOI: https://doi.org/10.1007/978-3-319-01357-2_4
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-01356-5
Online ISBN: 978-3-319-01357-2
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