Hedging contingent claims on semimartingales
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Publication:1297912
DOI10.1007/S007800050054zbMATH Open0926.60035OpenAlexW1983878637MaRDI QIDQ1297912FDOQ1297912
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
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- The Term Structure of Simple Forward Rates with Jump Risk
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- Option hedging for semimartingales
- Fundamental Theorems of Asset Pricing for Good Deal Bounds
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- Completeness of a general semimartingale market under constrained trading
- Multiple priors and asset pricing
- IMPLEMENTING ARROW–DEBREU EQUILIBRIA IN APPROXIMATELY COMPLETE SECURITY MARKETS
- Dynamic asset pricing theory with uncertain time-horizon
- The second fundamental theorem of asset pricing
- Hedging of contingent claims written on non traded assets under Markov-modulated models
- Deterministic implied volatility models
- Pricing and hedging contingent claims using variance and higher order moment swaps
- A note on extremality and completeness in financial markets with infinitely many risky assets
- Dynamic complex hedging in additive markets
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