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Introduction to a theory of value coherent with the no-arbitrage principle |
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| Authors: | Marco Frittelli |
| Affiliation: | (1) Department of Quantitative Methods in Economics, University of Milano - Bicocca, 20126 Milano, Italy (e-mail: Marco.Frittelli@unimib.it) , IT |
| Abstract: | |
| Keywords: | :Certainty Equivalent Asset Pricing No Arbitrage Equivalent Martingale Measure Incomplete Market. |
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