Hedging of contingent claims and maximum price (Q1325087)

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scientific article
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Hedging of contingent claims and maximum price
scientific article

    Statements

    title
    Hedging of contingent claims and maximum price (English)
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    author
    Jean-Pascal Ansel
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    Christophe Stricker
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    publication date
    20 September 1994
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    zbMATH Keywords
    complete financial market
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    martingale measure
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    existence of a hedging strategy
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    Identifiers

    zbMATH DE Number
    579561
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