Pricing and hedging of american contingent claims in incomplete markets (Q1806063)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1356260
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing and hedging of american contingent claims in incomplete markets |
scientific article; zbMATH DE number 1356260 |
Statements
Pricing and hedging of american contingent claims in incomplete markets (English)
0 references
1 November 1999
0 references
pricing
0 references
hedging
0 references
American contingent claims
0 references
incomplete market
0 references
numeraire method
0 references
probability measure
0 references
fictitious completion
0 references
0 references
0 references
0.8315048217773438
0 references
0.8292216062545776
0 references
