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Portfolios Generated by Contingent Claim Functions, with Applications to Option Pricing

Fuente: arXiv

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Bibliographic Details
Main Authors:	Fernholz, Ricardo T., Fernholz, Robert
Format:	Preprint
Published:	2023
Subjects:	Pricing of Securities Mathematical Finance 60H30, 91G10, 91G20
Online Access:	Acceder al recurso
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