Option hedging for semimartingales (Q1176550): Difference between revisions
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Revision as of 23:31, 4 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option hedging for semimartingales |
scientific article |
Statements
Option hedging for semimartingales (English)
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25 June 1992
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frictionless continuous trading
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semimartingale
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local R-minimality
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stochastic optimality equation
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minimal equivalent martingale measure
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option trading
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option hedging
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Black-Scholes model
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contingent claims
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incomplete markets
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