Hedging of contingent claims and maximum price

Jean-Pascal Ansel, Christophe Stricker

Publication date: 20 September 1994

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1994__30_2_303_0

zbMATH Keywords

martingale measure complete financial market existence of a hedging strategy

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05)

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