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Market imperfections, equilibrium and arbitrage

Part of the Lecture Notes in Mathematics book series (LNMCIME,volume 1656)

Keywords

  • Price Process
  • Contingent Claim
  • Martingale Measure
  • Free Lunch
  • Hedging Strategy

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Jouini, E. (1997). Market imperfections, equilibrium and arbitrage. In: Runggaldier, W.J. (eds) Financial Mathematics. Lecture Notes in Mathematics, vol 1656. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0092002

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  • DOI: https://doi.org/10.1007/BFb0092002

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