Work

Martingale representation and hedging policies

Year: 1991

Type: article

Source: Stochastic Processes and their Applications

DOI: 10.1016/0304-4149(91)90098-w

Authors: David B. Colwell, Robert J. Elliott, P. Ekkehard Kopp

Institution: University of Alberta

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W1998579713

FWCI:

Cites: 15

Cited by: 23

Related to: 10