Hedging in complete markets driven by normal martingales (Q4425013)
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scientific article; zbMATH DE number 1978394
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Hedging in complete markets driven by normal martingales |
scientific article; zbMATH DE number 1978394 |
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Hedging in complete markets driven by normal martingales (English)
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9 September 2003
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normal martingales
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chaos representation property
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hedging strategies
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exotic options
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0.812035083770752
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0.7994712591171265
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0.7983894944190979
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