"G-Doob-Meyer Decomposition and Its Applications in Bid-Ask Pricing for ..."

Wei Chen (2015)

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DOI: 10.1155/2015/910809

access: open

type: Journal Article

metadata version: 2024-10-06

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Wei Chen:
G-Doob-Meyer Decomposition and Its Applications in Bid-Ask Pricing for Derivatives under Knightian Uncertainty. J. Appl. Math. 2015: 910809:1-910809:13 (2015)

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