Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Pricing of claims in discrete time with partial information   We consider the pricing problem of a seller with delayed price information.
By using Lagrange duality, a dual problem is derived, and it is proved that
there is no duality gap. This gives a characterization of the seller's price of
a contingent claim. Finally, we analyze the dual problem, and compare the
prices offered by two sellers with delayed and full information respectively.

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The categories of this paper are: gr-qc
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The categories of this paper are: chao-dyn
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The categories of this paper are: patt-sol
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The categories of this paper are: atom-ph
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The categories of this paper are: math-ph
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The categories of this paper are: funct-an
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The categories of this paper are: plasm-ph
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The categories of this paper are: physics
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The categories of this paper are: hep-ex
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The categories of this paper are: nlin
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The categories of this paper are: astro-ph
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The categories of this paper are: adap-org
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The categories of this paper are: q-alg
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The categories of this paper are: econ
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The categories of this paper are: bayes-an
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The categories of this paper are: dg-ga