Hedging contingent claims on semimartingales

DOI10.1007/S007800050054MaRDI QIDQ1297912zbMATHOpenAlexFDO

Authors Dilip B. Madan, Robert A. Jarrow

Publication date 14 September 1999

Published in Finance and Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s007800050054

zbMATH Keywords

completenesshedgingequivalent sign martingale measureinfinite asset case

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Microeconomic theory (price theory and economic markets) (91B24)

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