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  • 简介:0.IntroductionandSummaryThecelebratedpapersof[2]and[3],pavedthewayforpricingoptionsonstocks,onthebasisofthefollowingprinciple:inacompletemarket(suchastheoneinSection1.5),everycontingentclaimcanbeattainedexactlybyinvestinginthemarketandstartingwithala...

  • 标签: AMERICAN CONTINGENT claim incomplete market pricing