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  1. 1 Universitatis Iagellonicae Acta Mathematica

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  1. 1 2011

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  1. 1 Rola P.

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Notes on no-arbitrage criteria

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Rola P.
Universitatis Iagellonicae Acta Mathematica
|
2011
|
vol. 49
EN
We consider the closedness of the modified set of hedgeable claims and new conditions for the absence of arbitrage connected with it in the classical Dalang–Morton–Willinger Theorem
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