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A Note on Pricing Derivartives in an Incomplete Market

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  • Takahashi, Hajime
  • 高橋, 一

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  • Takahashi, Hajime & 高橋, 一, 2000. "A Note on Pricing Derivartives in an Incomplete Market," Discussion Papers 2000-05, Graduate School of Economics, Hitotsubashi University.
    • Handle: RePEc:hit:econdp:2000-05
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    File URL: https://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/17009/070econDP00-05.pdf
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    References listed on IDEAS

    as
    1. Martin Schweizer, 1995. "Variance-Optimal Hedging in Discrete Time," Mathematics of Operations Research, INFORMS, vol. 20(1), pages 1-32, February.
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