Arbitrage-Based Valuation and Hedging of Derivatives

  • Ernst Eberlein
  • Jan Kallsen
Part of the Springer Finance book series (FINANCE)


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.


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Copyright information

© Springer Nature Switzerland AG 2019

Authors and Affiliations

  • Ernst Eberlein
    • 1
  • Jan Kallsen
    • 2
  1. 1.Department of Mathematical StochasticsUniversity of FreiburgFreiburg im BreisgauGermany
  2. 2.Department of MathematicsKiel UniversityKielGermany

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