No-arbitrage conditions and pricing from discrete-time to continuous-time strategies
Year of publication: |
2023
|
---|---|
Authors: | Cherif, Dorsaf ; Lépinette, Emmanuel |
Published in: |
Annals of finance. - Heidelberg : Springer, ISSN 1614-2454, ZDB-ID 2172262-6. - Vol. 19.2023, 2, p. 141-168
|
Subject: | No-arbitrage condition | Super-hedging price | AIP condition | NFLcondition | Discrete-time financial model | Continuous-time financial market model |
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