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Option hedging for semimartingales Source: www.math.ethz.ch
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Page: 33 pages
Category: Business and Economy
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Short Description: M Schweizer - Stochastic Processes and their Applications, 1991 - math.ethz.ch provide several examples. Our approach contains previous treatments of option trading as special cases. Key words: option hedging

Content Inside: Option Hedging for Semimartingales Martin Schweizer Universit¨t Bonn a Institut f¨r Angewandte Mathematik u Wegelerstraße 6 D ­ 5300 Bonn 1 West Germany (Stochastic Processes and their Applications 37 (1993), 339­363)

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