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Hedging contingent claims on semimartingales |
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| Authors: | Robert Jarrow Dilip B. Madan |
| Affiliation: | (1) Johnson Graduate School of Management, Cornell University, Ithaca, NY 14853, USA (Tel.: 607-255-4729) , US;(2) College of Business and Management, University of Maryland, College Park, MD 20742, USA (Tel.: 301-405-2127; Fax: 301-314-9157; e-mail: dbm@mbs.umd.edu) , US |
| Abstract: | |
| Keywords: | : Completeness uniqueness martingale measures asset pricing theory JEL classification: G12 Mathematics Subject Classification (1991): 60G44 90A12 90A09 |
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