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)
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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 martingaŠĽČe representation in the case of discrete time and an application of obtained result for semi-continous market model are given.

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