Semimartingales and Hedging in Incomplete Markets (Q4007635): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semimartingales and Hedging in Incomplete Markets |
scientific article |
Statements
Semimartingales and Hedging in Incomplete Markets (English)
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27 September 1992
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incomplete information
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hedging of options
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optimal hedging strategies
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stochastic optimality equation
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martingale measure
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