A Martingale Representation Result and an Application to Incomplete Financial Markets (Q4345933)
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scientific article; zbMATH DE number 1040346
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| English | A Martingale Representation Result and an Application to Incomplete Financial Markets |
scientific article; zbMATH DE number 1040346 |
Statements
A Martingale Representation Result and an Application to Incomplete Financial Markets (English)
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31 August 1997
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martingale
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martingale representation
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local martingale
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incomplete financial market
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contingent claim
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attainable claim
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fair price
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0.817431628704071
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0.8102338910102844
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0.8007254600524902
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