scientific article; zbMATH DE number 880600

MaRDI QIDQ4878010zbMATH OpenFDO

Authors Wolfgang J. Runggaldier

Publication date 13 October 1996

zbMATH Keywords

complete marketsderivative securitiesEuropean-type optionshedgingincomplete marketspricingself financing hedging strategysurvey-type paper

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Recommendations

• Probabilistic aspects of finance
• Modern Problems of Financial Mathematics
• Measure, probability, and mathematical finance. A problem-oriented approach
• Probability and finance theory
• scientific article; zbMATH DE number 4204069
• scientific article; zbMATH DE number 7703284
• scientific article; zbMATH DE number 1855777

Cited in

(8)

• General framework for pricing derivative securities
• Derivatives of diffusions with applications in finance
• Probabilistic approach to solution of nonlinear PDEs arising in financial mathematics
• Modern Problems of Financial Mathematics
• scientific article; zbMATH DE number 433051 (Why is no real title available?)
• Some problems related to the Black-Scholes type security markets
• scientific article; zbMATH DE number 1944705 (Why is no real title available?)
• scientific article; zbMATH DE number 1546640 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4878010)