scientific article

Publication date: 1986

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

optimal strategy option pricing incomplete markets stochastic integral risk minimization square-integrable martingale mean-self-financing strategy square-integrable random variable two-sided jump process

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Derivative securities (option pricing, hedging, etc.) (91G20) Stochastic integrals (60H05)

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