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Weak Convergence of Hedging Strategies of Contingent Claims

This paper publishes results on the convergence for hedging strategies in the setting of incomplete financial markets.

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Year of publication:	2002
Authors:	Prigent, Jean-Luc ; Scaillet, Olivier
Publisher:	International Center for Financial Asset Management and Engineering (FAME) <Genf>
Subject:	Hedging \| Unvollkommener Markt \| Incomplete markets \| Risikomanagement \| risk management \| Schwache Konvergenz \| Weak convergence

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Table of Contents
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1. Introduction
2. A review of the locally risk-minimizing strategy
3. Convergence of the locally risk-minimizing strategy

Persistent link: https://www.econbiz.de/10005843299