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Information uncertainty related to marked random times and optimal investment
Arbitragefree pricing of derivatives in nonlinear market models
1. Department of Applied Mathematics, Illinois Institute of Technology, Chicago 60616, IL, USA; 
2. School of Mathematics and Statistics, University of Sydney, Sydney 2006, NSW, Australia; 
3. Faculty of Mathematics and Information Science, Warsaw University of Technology, 00661 Warszawa, Poland 
References:
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References:
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