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Markets, Strategies, Arbitrage

  • Ernst Eberlein
  • Jan Kallsen
Chapter
  • 1.2k Downloads
Part of the Springer Finance book series (FINANCE)

Abstract

We study several problems of Mathematical Finance in a common framework, which is laid down in this chapter. We start by introducing notions such as price processes, trading strategies, discounting, and dividends.

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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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