Weighted BMO and discrete time hedging within the Black-Scholes model

Probability Theory and Related Fields

Volumn 132, Issue 1, 2005, Pages 13-38

  Geiss, Stefan ^a  

^a UNIVERSITY OF JYVÄSKYLÄ   (Finland)

Author keywords

Geometric Brownian motion; John Nirenberg theorem; Quantitative approximation; Stochastic integral; Weighted BMO

Indexed keywords

EID: 17444420363     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00440-004-0389-0     Document Type: Article

References (23)

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