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Pricing in (in)complete markets : structural analysis and applications

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Cover of 'Pricing in (in)complete markets : structural analysis and applications'

Table of Contents

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    Book Overview
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    Chapter 1 Motivation and Overview
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    Chapter 2 Pricing by Change of Measure and Numeraire
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    Chapter 3 Comparison of Discrete and Continuous Models
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    Chapter 4 Valuation of Power Options
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    Chapter 5 Modeling Feedback Effects Using Stochastic Liquidity
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    Chapter 6 Summary and Outlook
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