Dufresne, Pierre Collin; Hugonnier, Julien - In: Stochastic Processes and their Applications 117 (2007) 6, pp. 742-765
Given an underlying complete financial market, we study contingent claims whose payoffs may depend on the occurrence of nonmarket events. We first investigate the almost-sure hedging of such claims. In particular, we obtain new representations of the hedging prices and provide necessary and...