The Law of Minimal Price
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Keywordslaw of one price; law of the minimal price; derivative pricing; real world pricing; numeraire portfolio; growth optimal portfolio; strong arbitrage; extreme maturity bond;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-03-08 (All new papers)
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