2 resultados para Variance Bound
em DI-fusion - The institutional repository of Université Libre de Bruxelles
Resumo:
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.
Resumo:
We give in this paper several suffieient conditions for the existence of negative energy bound states in a purely attractive potential without spherical symmetry. These conditions generalize the condition obtained recently by K. Chadan and A. Martin (C. R. Acad. Sci. Paris290 (1980), 151), and can ensure the existence of n bound states. For the spherically symmetric case, one gets simple formulae which are also new.