scientific article; zbMATH DE number 1286337

MaRDI QIDQ4242838zbMATH OpenFDO

Authors Shimeng Xu, Junchang Lin, Yuzhong Zhang

Publication date 10 January 2000

zbMATH Keywords

martingale approachhedging contingent claims

Mathematics Subject Classification ID

Generalizations of martingales (60G48)

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• The pricing of financial derivatives under transaction costs.
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