Option hedging for semimartingales (Q1176550)
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scientific article; zbMATH DE number 12141
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Option hedging for semimartingales |
scientific article; zbMATH DE number 12141 |
Statements
Option hedging for semimartingales (English)
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25 June 1992
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frictionless continuous trading
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semimartingale
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local R-minimality
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stochastic optimality equation
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minimal equivalent martingale measure
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option trading
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option hedging
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Black-Scholes model
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contingent claims
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incomplete markets
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0.9335084
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0.9253808
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0.90896755
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0.90196246
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0.89401937
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0.89401937
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0.8923963
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