Fair pricing and hedging under small perturbations of the numéraire on a finite probability space-Reference-Cited by-同舟云学术

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Fair pricing and hedging under small perturbations of the numéraire on a finite probability space

Published:2022-12-31 Issue:4 Volume:15 Page:649-668
ISSN:1944-4184
Container-title:Involve, a Journal of Mathematics
language:en
Short-container-title:Involve

Author:

Busching William,Hintz Delphine,Mostovyi Oleksii,Pozdnyakov Alexey

Publisher

Mathematical Sciences Publishers

Subject

General Mathematics

Link

https://msp.org/involve/2022/15-4/involve-v15-n4-p06-s.pdf

Reference12 articles.

1. Local risk minimization and numéraire

2. Stability and asymptotic analysis of the Föllmer–Schweizer decomposition on a finite probability space

3. Stochastic Finance

4. Hedging by Sequential Regression: An Introduction to the Mathematics of Option Trading

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The information premium on a finite probability space;Missouri Journal of Mathematical Sciences;2024-05-01

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