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Arbitrage Theory in Continuous Time (Oxford Finance Series): Björk, Tomas: 9780199574742: Amazon.com: Books
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risk neutral measure - Prove that the binomial algorithm implies the arbitrage free price at t=0 of a T-claim - Quantitative Finance Stack Exchange
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Arbitrage Theory in Continuous Time (Oxford Finance Series): Björk, Tomas: 9780199574742: Amazon.com: Books
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