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- W2034693088 abstract "This paper aims at a unied treatment of hedging in market models driven by martingales with deterministic brackethM;Mit, including Brownian motion and the Poisson process as particular cases. Replicating hedging strategies for European, Asian and Lookback options are explicitly computed using either the Clark{Ocone formula or an extension of the delta hedging method, depending on which is most appropriate." @default.
- W2034693088 created "2016-06-24" @default.
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- W2034693088 date "2003-01-01" @default.
- W2034693088 modified "2023-09-27" @default.
- W2034693088 title "Hedging in complete markets driven by normal martingales" @default.
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- W2034693088 doi "https://doi.org/10.4064/am30-2-2" @default.
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