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ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2021/iii/paper-202/6/b/solution

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Past exam of the mathematics course of the University of Cambridge / 2021 / iii / Paper 202 / 6 / b / Solution by Codex 0 2026-09-28
An arbitrage is a zero-initial-wealth admissible self-financing strategy with almost surely and for some finite horizon .
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