Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets (Q1922096)
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scientific article; zbMATH DE number 926230
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| English | Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets |
scientific article; zbMATH DE number 926230 |
Statements
Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets (English)
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16 December 1996
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local martingale measures
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supermartingale
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hedging
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incomplete security markets
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0.8596798777580261
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0.859679639339447
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0.8481258749961853
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