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Arbitrage Theory in Continuous Time$
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Tomas Björk

Print publication date: 2004

Print ISBN-13: 9780199271269

Published to Oxford Scholarship Online: October 2005

DOI: 10.1093/0199271267.001.0001

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A More General One period Model

A More General One period Model

Chapter:
(p.26) 3 A More General One period Model
Source:
Arbitrage Theory in Continuous Time
Author(s):

Tomas Björk (Contributor Webpage)

Publisher:
Oxford University Press
DOI:10.1093/0199271267.003.0003

This chapter examines the absence of arbitrage and completeness in slightly more general terms than in the binomial model. Although a one period model is considered, the financial market and the underlying sample space will be more general than for the binomial model. Practice exercises are included.

Keywords:   binomial model, financial market, absence of arbitrage, completeness, pricing, financial derivatives

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