A new proposition on the martingale representation theorem and on the approximate hedging of contingent claim in mean-variance criterion

In this work we revisit the problem of the hedging of contingent claim using mean-square criterion. We prove that in incomplete market, some probability measure can be identified so that becomes -martingale under .This is in fact a new proposition on the martingale representation theorem. The new results also identify a weight function that serves to be an approximation to the Radon-Nikodým derivative of the unique neutral martingale measure.

Comparison of the NMR enantiodifferentiation of a chiral ruthenium(II) complex of C2 symmetry using the TRISPHAT anion and a lanthanide shift reagent

The tris[tetrachlorobenzenediolato]phosphate(v) anion (TRISPHAT) is known to be an efficient NMR chiral shift agent for various chiral cationic species. Here we compare the efficiency of TRISPHAT and of a chiral lanthanide shift reagent for the determination of the enantiomeric purity of the chiral building block [Ru(phen)[2]PY[2]][2][+] which possesses C[2] symmetry. We also discuss our results in terms of the geometry of interaction between the Ru(II) complex and the TRISPHAT anion.