Prigent, Jean-Luc; Scaillet, Olivier - 2002
This paper publishes results on the convergence for hedging strategies in the setting of incomplete financial markets. …G77G37G4G76G52G105G84G64G125G105G21G4G124G52
Executive Summary
Weak convergence of financial markets is … incomplete financial markets, when prices are no more martingales. In such an
incomplete framework, we adopt the minimal …