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On the martingale representation theorem and approximate hedging a contingent claim in the minimum mean square deviation criterion
Vnu Joumal of Science, Mathematics - Physics 23:143-154 (2007)
Abstract
In this work, we consider the problem of the approximate hedging of a contingent claim in the minimum mean square deviation criterion. A theorem on martingaỉe representation in the case of discrete time and an application of obtained result for semi-continous market model are given.Author's Profile
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Added to PP
2024-05-15
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30 (#94,325)
6 months
30 (#92,301)
2024-05-15
Downloads
30 (#94,325)
6 months
30 (#92,301)
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