scientific article; zbMATH DE number 1210648

MaRDI QIDQ4213626zbMATH OpenFDO

Authors Omar Glonti, Zaza Khechinashvili

Publication date 9 May 1999

zbMATH Keywords

European call optionhedging strategyself-financing trading strategies

Mathematics Subject Classification ID

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

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