scientific article; zbMATH DE number 2036016

MaRDI QIDQ4445488zbMATH OpenFDO

Authors V. G. Lamburt

Publication date 2 February 2004

zbMATH Keywords

hedgingmartingale measureBlack-Scholes strategycovered option

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stochastic models in economics (91B70)

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