Hedging in complete markets driven by normal martingales (Q4425013): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q221478 |
||
| Property / author | |||
| Property / author: Nicolas Privault / rank | |||
Revision as of 04:47, 11 February 2024
scientific article; zbMATH DE number 1978394
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging in complete markets driven by normal martingales |
scientific article; zbMATH DE number 1978394 |
Statements
Hedging in complete markets driven by normal martingales (English)
0 references
9 September 2003
0 references
normal martingales
0 references
chaos representation property
0 references
hedging strategies
0 references
exotic options
0 references
