scientific article; zbMATH DE number 2036016

zbMATH Open1032.60039MaRDI QIDQ4445488FDOQ4445488

Authors: V. G. Lamburt 

Publication date: 2 February 2004

Title of this publication is not available (Why is that?)

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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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