Semimartingales and Hedging in Incomplete Markets (Q4007635): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2052832271 / rank | |||
Normal rank | |||
Latest revision as of 02:04, 20 March 2024
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)
0 references
27 September 1992
0 references
incomplete information
0 references
hedging of options
0 references
optimal hedging strategies
0 references
stochastic optimality equation
0 references
martingale measure
0 references
