Hedging under arbitrage
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References listed on IDEAS
- Constantinos Kardaras, 2009. "Finitely additive probabilities and the Fundamental Theorem of Asset Pricing," Papers 0911.5503, arXiv.org.
- David Heath & Eckhard Platen, 2002.
"Consistent pricing and hedging for a modified constant elasticity of variance model,"
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- Erhan Bayraktar & Constantinos Kardaras & Hao Xing, 2009. "Strict Local Martingale Deflators and Pricing American Call-Type Options," Papers 0908.1082, arXiv.org, revised Dec 2009.
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- Peter Carr & Travis Fisher & Johannes Ruf, 2012. "On the Hedging of Options On Exploding Exchange Rates," Papers 1202.6188, arXiv.org, revised Nov 2013.
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