G-Doob-Meyer Decomposition and its Application in Bid-Ask Pricing for American Contingent Claim Under Knightian Uncertainty

Fuente: arXiv

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Bibliographic Details
Main Author:	Chen, Wei
Format:	Preprint
Published:	2013
Subjects:	Probability Pricing of Securities 60G40, 91G80, 60H30
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/1401.0677