Perfect option hedging and the hedge ratio (Q5899636): Difference between revisions

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Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
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Property / cites work: Martingales and arbitrage in multiperiod securities markets / rank
 
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Property / cites work: Martingales and stochastic integrals in the theory of continuous trading / rank
 
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Property / cites work: Q4905685 / rank
 
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Property / cites work: Semimartingales: A course on stochastic processes / rank
 
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Property / cites work: Arbitrage pricing of contingent claims / rank
 
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Latest revision as of 06:12, 11 July 2024

scientific article; zbMATH DE number 6525641
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Perfect option hedging and the hedge ratio
scientific article; zbMATH DE number 6525641

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