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Actuarial bridges to dynamic hedging and option pricing
Journal article   Peer reviewed

Actuarial bridges to dynamic hedging and option pricing

Hans U Gerber and Elias S.W Shiu
Insurance, mathematics & economics, Vol.18(3), pp.183-218
1996
DOI: 10.1016/0167-6687(96)85007-4

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Abstract

Perpetual American options Arbitrage Optimal stopping Dynamic hedging Replicating portfolio Wiener process Fundamental theorem of asset pricing Risk-neutral measure Poisson process High contact condition Optional sampling theorem Smooth pasting condition Equivalent martingale measure Option-pricing theory Self-financing portfolio Margrabe option Esscher transforms Numéraire

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