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"Martingale Measures and Hedging for Discrete-Time Financial Markets."

Manfred Schäl (1999)

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DOI: 10.1287/MOOR.24.2.509

access: closed

type: Journal Article

metadata version: 2017-05-28

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Manfred Schäl:
Martingale Measures and Hedging for Discrete-Time Financial Markets. Math. Oper. Res. 24(2): 509-528 (1999)

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