Weak Convergence of Hedging Strategies of Contingent Claims
Year of publication: |
2002-01
|
---|---|
Authors: | PRIGENT, Jean-Luc ; SCAILLET, Olivier |
Institutions: | Swiss Finance Institute |
Subject: | Weak convergence | Incomplete financial markets | Locally risk-minimizing strategy | Hedging strategy | Minimal martingale measure |
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