Geodesic
On the upper hedging price of contingent claims
Teoriâ veroâtnostej i ee primeneniâ, Tome 57 (2012) no. 4, pp. 657-681 Cet article a éte moissonné depuis la source Math-Net.Ru

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The paper analyzes the problem of finding the upper hedging prices of a contingent claim in a semimartingale model of a financial market. The authors also study the relation of the hedging prices introduced under different requirements on arbitrage.
Keywords: semimartingale market model; upper hedging price; contingent claim; duality. 
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R. V. Khasanov. On the upper hedging price of contingent claims. Teoriâ veroâtnostej i ee primeneniâ, Tome 57 (2012) no. 4, pp. 657-681. http://geodesic.mathdoc.fr/item/TVP_2012_57_4_a2/

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