摘要翻译:
为方便阅读《系统风险下的无套利定价:交叉所有权会计》(Fischer,2012,ARXIV:1005.0768)一文的读者,给出了引理a.5的充分证明和引理a.6的简短证明。
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英文标题:
《A shorter proof of Lemma A.6 (arXiv:1005.0768)》
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作者:
Tom Fischer
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最新提交年份:
2012
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分类信息:
一级分类:Quantitative Finance 数量金融学
二级分类:Pricing of Securities 证券定价
分类描述:Valuation and hedging of financial securities, their derivatives, and structured products
金融证券及其衍生产品和结构化产品的估值和套期保值
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英文摘要:
For the convenience of readers of the article {\em No-arbitrage pricing under systemic risk: accounting for cross-ownership} (Fischer, 2012, arXiv:1005.0768), a full proof of Lemma A.5 and a shorter proof of Lemma A.6 of that paper are provided.
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PDF链接:
https://arxiv.org/pdf/1206.4917