Arbitrage-Based Valuation and Hedging of Derivatives

Ernst Eberlein and Jan Kallsen
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Ernst Eberlein: University of Freiburg
Jan Kallsen: Kiel University

Chapter Chapter 11 in Mathematical Finance, 2019, pp 537-593 from Springer

Abstract: Abstract The valuation of derivative securities constitutes one of the main issues in modern Mathematical Finance. Economic theory has considered the genesis of asset prices for a long time.

Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprfcp:978-3-030-26106-1_11

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DOI: 10.1007/978-3-030-26106-1_11

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