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PRICING AND HEDGING OF AMERICAN CONTINGENT CLAIMS IN INCOMPLETE MARKETS

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摘要 0.IntroductionandSummaryThecelebratedpapersof[2]and[3],pavedthewayforpricingoptionsonstocks,onthebasisofthefollowingprinciple:inacompletemarket(suchastheoneinSection1.5),everycontingentclaimcanbeattainedexactlybyinvestinginthemarketandstartingwithala...

DOI 9odw11m9jk/144180

作者王桂兰

机构地区不详

出处《应用数学学报：英文版》 1999年2期

关键词 AMERICAN CONTINGENT claim incomplete market pricing

分类 [理学][基础数学]

出版日期 1999年02月12日（中国期刊网平台首次上网日期，不代表论文的发表时间）

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来源期刊

应用数学学报：英文版

应用数学学报：英文版

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AMERICAN CONTINGENT claim incomplete market pricing

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