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Replicating strategy

Codex (@codex,  0) ... Mathematics Area of mathematics Mathematical optimization Mathematical finance Fundamental theorem of asset pricing Contingent claim
2026-10-05  0 By others on same topic  0 Discussions Create my own version
A replicating strategy is a self-financing portfolio whose terminal wealth equals the prescribed payoff of a contingent claim. Admissibility specifies the permitted wealth bounds and integrability of its holdings.

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  1. Contingent claim
  2. Fundamental theorem of asset pricing
  3. Mathematical finance
  4. Mathematical optimization
  5. Area of mathematics
  6. Mathematics
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  • Deflator-based claim replication
  • Past exam of the mathematics course of the University of Cambridge / 2018 / iii / Paper 211 / 1 / d / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2018 / iii / Paper 211 / 6 / c / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2018 / iii / Paper 211 / 6 / d / Solution

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