Residual risks and hedging strategies in Markovian markets

DOI10.1016/0304-4149(89)90071-9zbMath0743.60069MaRDI QIDQ1812724

Damien Lamberton, Nicolas Bouleau

Publication date: 25 June 1992

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(89)90071-9

zbMATH Keywords

options; hedging strategies; right Markov processes; portfolios; symmetric Markov processes; processes with independent increments

Mathematics Subject Classification ID

60J27: Continuous-time Markov processes on discrete state spaces

60J99: Markov processes

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