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PERFECT HEDGING OF INDEX DERIVATIVES UNDER A MINIMAL MARKET MODEL - MaRDI portal

PERFECT HEDGING OF INDEX DERIVATIVES UNDER A MINIMAL MARKET MODEL (Q3022081)

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PERFECT HEDGING OF INDEX DERIVATIVES UNDER A MINIMAL MARKET MODEL
scientific article

    Statements

    title
    PERFECT HEDGING OF INDEX DERIVATIVES UNDER A MINIMAL MARKET MODEL (English)
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    author
    Eckhard Platen
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    David C. Heath
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    publication date
    22 June 2005
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    zbMATH Keywords
    derivative pricing
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    arbitrage
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    91B26
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    91B82
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    zbMATH DE Number
    2177849
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    OpenAlex ID
    W2078419004
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