DISCONTINUOUS ASSET PRICES AND NON‐ATTAINABLE CONTINGENT CLAIMS<sup>1</sup> (Q4372016)
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scientific article; zbMATH DE number 1106702
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DISCONTINUOUS ASSET PRICES AND NON‐ATTAINABLE CONTINGENT CLAIMS<sup>1</sup> |
scientific article; zbMATH DE number 1106702 |
Statements
DISCONTINUOUS ASSET PRICES AND NON‐ATTAINABLE CONTINGENT CLAIMS<sup>1</sup> (English)
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21 January 1998
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equivalent martingale measure
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localrisk-minimizing trading strategy
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Markov diffusion with jumps
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martingale representation
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minimal martingale measure
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non-attainable contingent claim
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