4502数理金融中等数值题short

How Many Candidate Claims Are Automatically Uniquely Priced? 1

题目

In a 4-state market, the traded span is generated by payoffs B0, B1, and B2. Three candidate claims are A = 2 B0 - B1, C = B1 + B2, and D = [1,0,0,0]. How many of A, C, and D are automatically guaranteed a unique arbitrage-free price from the traded market alone?

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