scientific article; zbMATH DE number 17495
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Publication:3974816
zbMATH Open0738.90007MaRDI QIDQ3974816FDOQ3974816
Authors: Hans Föllmer, Martin Schweizer 
Publication date: 26 June 1992
Title of this publication is not available (Why is that?)
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incomplete marketcontinuous semimartingaleminimal equivalent martingale measureoptimal hedging strategies for contingent claims
Derivative securities (option pricing, hedging, etc.) (91G20) Diffusion processes (60J60) Microeconomic theory (price theory and economic markets) (91B24)
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