Show that if the law of one price does not hold, then every payoff in the asset

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Show that if the law of one price does not hold, then every payoff in the asset span can be bought at any price.

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Mathematical Models Of Financial Derivative

ISBN: 9783642447938

2nd Edition

Authors: Yue-Kuen Kwok

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Question Posted: Dec 02, 2023 03:16 AM

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Show that if the law of one price does not hold, then every payoff in the asset

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Mathematical Models Of Financial Derivative

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