scientific article

Publication date: 26 June 1992

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

incomplete market continuous semimartingale minimal equivalent martingale measure optimal hedging strategies for contingent claims

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Diffusion processes (60J60) Derivative securities (option pricing, hedging, etc.) (91G20)

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