In this chapter we illustrate the theory developed in the previous chapters by analyzing the most basic examples in continuous time. They still play an important role in practice.
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© 2006 Springer-Verlag Berlin Heidelberg
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Delbaen, F., Schachermayer, W. (2006). Bachelier and Black-Scholes. In: The Mathematics of Arbitrage. Springer Finance. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-31299-4_4
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DOI: https://doi.org/10.1007/978-3-540-31299-4_4
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-21992-7
Online ISBN: 978-3-540-31299-4
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