Hedging under arbitrage (Q4917300)
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scientific article; zbMATH DE number 6159249
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Hedging under arbitrage |
scientific article; zbMATH DE number 6159249 |
Statements
HEDGING UNDER ARBITRAGE (English)
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29 April 2013
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benchmark approach
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stochastic portfolio theory
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bubbles
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local martingales
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Föllmer measure
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continuous time
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diffusions
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stochastic discount factor
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market price of risk
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trading strategies
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arbitrage
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pricing
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hedging
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options
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put-call-parity
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black
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Scholes PDE
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stochastic flows
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Schauder estimates
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Bessel process
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0.8158199191093445
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0.8074607849121094
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0.7914900183677673
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0.7897799611091614
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