Hedging in Financial Markets

DOI10.2143/AST.28.1.519076zbMath1168.91374MaRDI QIDQ3395496

Martin Baxter

Publication date: 2 September 2009

Published in: ASTIN Bulletin (Search for Journal in Brave)

Mathematics Subject Classification ID

Related Items

Exchangeability-type properties of asset prices ⋮ Multiasset Derivatives and Joint Distributions of Asset Prices ⋮ Static replication of European standard dispersion options

Cites Work

• The Pricing of Options and Corporate Liabilities
• Martingales and stochastic integrals in the theory of continuous trading
• Probability with Martingales
• Unnamed Item