Let us turn back to the no-arbitrage theory developed in Chap. 2 to raise again the question: what can we deduce from applying the no-arbitrage principle with respect to pricing and hedging of derivative securities?
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© 2006 Springer-Verlag Berlin Heidelberg
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Delbaen, F., Schachermayer, W. (2006). The Kreps-Yan Theorem. In: The Mathematics of Arbitrage. Springer Finance. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-31299-4_5
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DOI: https://doi.org/10.1007/978-3-540-31299-4_5
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-21992-7
Online ISBN: 978-3-540-31299-4
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