An algorithmic approach to non-self-financing hedging in a discrete-time incomplete market (Q5439044): Difference between revisions
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| Property / DOI: 10.1515/dma.2007.016; 10.4213/dm971 / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / OpenAlex ID: W3124906853 / rank | |||
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| Property / arXiv ID: math/0606471 / rank | |||
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| Property / cites work: An Explicit Formula for Option Pricing in Discrete Incomplete Markets / rank | |||
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| Property / cites work: On Minimizing Risk in Incomplete Markets Option Pricing Models / rank | |||
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| Property / DOI: 10.1515/dma.2007.016 / rank | |||
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| Property / DOI: 10.4213/dm971 / rank | |||
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Latest revision as of 10:27, 25 September 2024
scientific article; zbMATH DE number 5233537
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithmic approach to non-self-financing hedging in a discrete-time incomplete market |
scientific article; zbMATH DE number 5233537 |
Statements
An algorithmic approach to non-self-financing hedging in a discrete-time incomplete market (English)
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8 February 2008
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