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scientific article; zbMATH DE number 1210648 - MaRDI portal

scientific article; zbMATH DE number 1210648

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zbMath0914.90022MaRDI QIDQ4213626

Omar Glonti, Zaza Khechinashvili

Publication date: 9 May 1999

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

European call option hedging strategy self-financing trading strategies

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Derivative securities (option pricing, hedging, etc.) (91G20) Stochastic integrals (60H05)

Related Items (1)

Minimum variance hedging in a model with jumps at Poisson random times

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