Pricing and Hedging Derivative Securities in Incomplete Markets: An E-Aritrage Model
收藏NBER1997-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w6250
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资源简介：
Given a European derivative security with an arbitrary payoff function and a corresponding set of" underlying securities on which the derivative security is based, we solve the dynamic replication problem: find a" self-financing dynamic portfolio strategy involving only the underlying securities
提供机构：
美国国家经济研究局
创建时间：
1997-11-01
