On the martingale representation theorem and approximate hedging a contingent claim in the minimum mean square deviation criterion

On the martingale representation theorem and approximate hedging a contingent claim in the minimum mean square deviation criterion

p. 143-154

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Bibliographic Details
Main Authors: Nguyen, Van Huu, Vuong, Quan Hoang
Format: Article
Language:English
Published: H. : ĐHQGHN 2017
Subjects:
Hedging
contingent claim
risk neutral martingale measure
martingale represen- tation
Online Access:http://repository.vnu.edu.vn/handle/VNU_123/57445
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Institution: Vietnam National University, Hanoi
Language: English

Internet

http://repository.vnu.edu.vn/handle/VNU_123/57445

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