Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets (Q1922096): Difference between revisions

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+Hedging of contingent claims and maximum price
@@ Property / cites work: Hedging of contingent claims and maximum price / rank @@
+Normal rank
@@ Property / cites work @@
+On the theory of option pricing
@@ Property / cites work: On the theory of option pricing / rank @@
+Normal rank
@@ Property / cites work @@
+A general version of the fundamental theorem of asset pricing
+Normal rank
@@ Property / cites work @@
+Q3957683
@@ Property / cites work: Q3957683 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market
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@@ Property / cites work @@
+A Martingale Representation Result and an Application to Incomplete Financial 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 @@
+On the pricing of American options
@@ Property / cites work: On the pricing of American options / rank @@
+Normal rank
@@ Property / cites work @@
+Q4139359
@@ Property / cites work: Q4139359 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3996259
@@ Property / cites work: Q3996259 / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/bf01191909
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@@ Property / OpenAlex ID @@
+W1978300329
@@ Property / OpenAlex ID: W1978300329 / rank @@
+Normal rank