Option hedging for semimartingales (Q1176550): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Functionals of diffusion processes as stochastic integrals
+Normal rank
@@ Property / cites work @@
+Q3969647
@@ Property / cites work: Q3969647 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3974816
@@ Property / cites work: Q3974816 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3815091
@@ Property / cites work: Q3815091 / rank @@
+Normal rank
@@ Property / cites work @@
+Martingales and stochastic integrals in the theory of continuous trading
+Normal rank
@@ Property / cites work @@
+A stochastic calculus model of continuous trading: Complete markets
+Normal rank
@@ Property / cites work @@
+Calcul stochastique et problèmes de martingales
@@ Property / cites work: Calcul stochastique et problèmes de martingales / rank @@
+Normal rank
@@ Property / cites work @@
+Q3928742
@@ Property / cites work: Q3928742 / rank @@
+Normal rank
@@ Property / cites work @@
+Risk-minimality and orthogonality of martingales
@@ Property / cites work: Risk-minimality and orthogonality of martingales / rank @@
+Normal rank
@@ Property / cites work @@
+Reinsurance in arbitrage-free markets
@@ Property / cites work: Reinsurance in arbitrage-free markets / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/0304-4149(91)90053-f
+Normal rank
@@ Property / OpenAlex ID @@
+W2075679850
@@ Property / OpenAlex ID: W2075679850 / rank @@
+Normal rank