Work

On the Martingale Representation Theorem and on Approximate Hedging a Contingent Claim in the Minimum Deviation Square Criterion

Year: 2007

Type: book-chapter

Source: Series in contemporary applied mathematics

DOI: 10.1142/9789812709356_0008

Authors: Nguyen Van Huu, Vuong Quan Hoang

Institutions: Vietnam National University, Hanoi, Université Libre de Bruxelles

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2483237972

FWCI:

Cites: 6

Cited by: 56

Related to: 10