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Super-hedging-pricing formulas and Immediate-Profit arbitrage for market models under random horizon

Fuente: arXiv

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Bibliographic Details
Main Authors:	Choulli, Tahir, Lepinette, Emmanuel
Format:	Preprint
Published:	2024
Subjects:	Mathematical Finance Optimization and Control Probability Pricing of Securities
Online Access:	Acceder al recurso
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