Arbitrage and Duality in Nondominated Discrete-Time Models

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Date: 2014-02-09 14:45:40 Probability and statistics Mathematics Stochastic processes Martingale theory Randomness Risk-neutral measure Martingale Superhedging price Borel set Probability theory Statistics Mathematical finance		Arbitrage and Duality in Nondominated Discrete-Time Models Add to Reading List Source URL: www.math.columbia.edu Download Document from Source Website File Size: 454,34 KB Share Document on Facebook

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