Pricing by hedging and no-arbitrage beyond semimartingales
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Publication:2271717
DOI10.1007/s00780-008-0074-8zbMath1199.91170MaRDI QIDQ2271717
Christian Bender, Esko Valkeila, Tommi Sottinen
Publication date: 8 August 2009
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00780-008-0074-8
60G15: Gaussian processes
60G48: Generalizations of martingales
91G20: Derivative securities (option pricing, hedging, etc.)
91G10: Portfolio theory
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