Hedging in complete markets driven by normal martingales (Q4425013): Difference between revisions

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Latest revision as of 02:29, 20 March 2024

scientific article; zbMATH DE number 1978394
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English
Hedging in complete markets driven by normal martingales
scientific article; zbMATH DE number 1978394

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    Hedging in complete markets driven by normal martingales (English)
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    9 September 2003
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    normal martingales
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    chaos representation property
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    hedging strategies
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    exotic options
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