Residual risks and hedging strategies in Markovian markets (Q1812724)
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scientific article; zbMATH DE number 4058
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Residual risks and hedging strategies in Markovian markets |
scientific article; zbMATH DE number 4058 |
Statements
Residual risks and hedging strategies in Markovian markets (English)
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25 June 1992
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right Markov processes
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symmetric Markov processes
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processes with independent increments
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options
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hedging strategies
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portfolios
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0.9045012
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0.89017045
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0.87691206
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0.87644714
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0.8699438
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0.8695776
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