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4503数理金融中等数值题short

How Many Candidate Claims Are Automatically Uniquely Priced? 2

题目

In a 5-state market, traded payoffs span H1, H2, and H3. Candidate claims are U = H1 + 2 H3, V = H2 - H1, and W = [0,1,0,0,0]. How many of U, V, and W are guaranteed uniquely priced just from attainability?

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