Titlebook: Arbitrage Pricing of Contingent Claims; Sigrid Müller Book 1985 Springer-Verlag Berlin Heidelberg 1985 Europe.research.survey.university

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Springer Notes Rechtswissenschaftum model. A two-date economy with uncertainty is considered in Section 3.1, and the decision problem of an agent concerning his present consumption and state contingent future consumption by means of a trading strategy in securities is stated. Section 3.2 introduces the basic “no-arbitrage” assumpti

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混雜人

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Nationales Budgetrecht im Rahmen der WWU,reference-free approach introduced in Chapter 4, since there do not exist selffinancing trading strategies generating them. Section 4.3.2 shows that such a situation might occur fairly easily. If one considers the BLACK/SCHOLES model with the only exception that the variance of the underlying stock

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Das Recht der Informationsgesellschaft,nite number of securities are considered which are being traded between an initial date zero and a final date T. The continuous-time securities market model consists of a probability space (Ω,.,P), where elements ω of Ω represent states of the world, the set [O,T] of trading dates of the given secur

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https://doi.org/10.1007/978-3-642-46560-4Europe; research; survey; university

Cosmopolitan

978-3-540-15973-5Springer-Verlag Berlin Heidelberg 1985

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