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

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突变

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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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

ALE

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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