Pricing and hedging of american contingent claims in incomplete markets (Q1806063)
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scientific article; zbMATH DE number 1356260
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and hedging of american contingent claims in incomplete markets |
scientific article; zbMATH DE number 1356260 |
Statements
Pricing and hedging of american contingent claims in incomplete markets (English)
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1 November 1999
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pricing
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hedging
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American contingent claims
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incomplete market
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numeraire method
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probability measure
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fictitious completion
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