Hedging of options in a general semimartingale model

Metadata Label Value
Author(s): Schweizer, Martin
Publisher: Unknown
Citation:

Schweizer, Martin. Hedging of options in a general semimartingale model. (1988). http://dx.doi.org/10.3929/ethz-a-000483525

Document Type: Doctoral and Habilitation Theses  
Documents: Abstract (88.61KB)
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Detailed Information

Metadata Description
Title Hedging of options in a general semimartingale model
Author(s) Schweizer, Martin
Publication Place Zürich
Publication Date 1988
Notes Diss. Math. ETH Zürich, Nr. 8615, 1988. Ref.: H. Föllmer ; Korref.: H. R. Künsch
Language English
DOI http://dx.doi.org/10.3929/ethz-a-000483525
Subject(s) Operations Research
Keyword(s) OPTIONS
STOCK EXCHANGE
OPTION PRICING
HEDGING
FINANCIAL MATHEMATICS
MARTINGALES
SEMIMARTINGALES
PROBABILITY THEORY
STOCHASTIC MODELS
STOCHASTIC SIMULATION
Description File Name MIME Type Size
Abstract   eth-37481-01.pdf application/pdf 88.61KB
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E-Collection record created: Wed, 18 Feb 2009, 11:42:32 CET