TY  - BOOK
AU  - Kholodnyĭ,Valery A.
TI  - Beliefs-preferences gauge symmetry group and replication of contingent claims in a general market environment
SN  - 0966303210
U1  - 332.63228 21
PY  - 1998///
CY  - Research Triangle Park, NC
PB  - IES Press
KW  - Options (Finance)
KW  - Valuation
KW  - Mathematical models
KW  - Derivative securities
KW  - Symmetry groups
N1  - Contents
1   Introduction                                                   

2   Preliminaries                                                 
2.1	Market Environment	
2.2	Intervention Condition
2.3	Generators of a Market Environment
2.4	Abstract Market Environment	
2.5	Intervention Condition for an Abstract Market Environment 
2.6	Generators of an Abstract Market Environment 

3  The Beliefs-Preferences Gauge Symmetry Group
3.1	Formalization of the Concept of a Market Participant   
3.2	Beliefs-Preferences Gauge Symmetry Group for a Generalized Market Populace 
3.3	Beliefs-Preferences Gauge Symmetry Group for a Market Populace  
3.4	The Local in Time Formulation of the Beliefs-Preferences Gauge Symmetry Group for a Generalized Market Populace 
3.5	The Local in Time Formulation of the Beliefs-Preferences Gauge Symmetry Group for a Market Populace   
3.6	Beliefs-Preferences Gauge Symmetry Group for a Markovian Generalized Market Populace  
3.7	Beliefs-Preferences Gauge Symmetry Group for a Markovian Market Populace    

4 Beliefs-Preferences Gauge Symmetry Group for a Marksman Generalized Market Populace with Generalized Beliefs Determined by Diffusion Processes	
4.1 The Case of a Single Underlying Security	
4.2 The Case of a Multiple Underlying Security	

5 Beliefs-Preferences Gauge Symmetry Group for a Markovian Market Populace with Beliefs Determined by Diffusion Processes	
5.1 The Case of a Single Underlying Security	
5.2 The Case of a Multiple Underlying Security	

6 Application of the Beliefs-Preferences Gauge Symmetry Group to the Dynamic Replication of European Contingent Claims	
6.1 The General Case of a Market Populace	
6.2 The Case of a Markovian Market Populace	

7 Application of the Beliefs-Preferences Gauge Symmetry Group to the Dynamic Replication of European Contingent Claims for a Markovian Market Populace with Beliefs Determined by Diffusion Processes	
7.1 The Case of a Single Underlying Security	
7.2 The Case of a Multiple Underlying Security	

8 Method of Quasidifferential Operators for an Approximate Dynamic Replication of European Contingent Claims Based on the Beliefs-Preferences Gauge Symmetry Group	
8.1	The Concept of a Quasidifferential Operator	
8.2	Lie Module of Quasidifferential Operators	
8.3	Beliefs-Preferences Gauge Symmetry Group for a Markovian Generalized Market Populace with Generalized Beliefs Generated by Quasidifferential
Operators       
8.4	Beliefs-Preferences Gauge Symmetry Group for a Markovian Market Populace with Generalized BeliefsGenerated by Quasidifferential Operators 
8.5	Method of Quasidifferential Operators for an Approximate Dynamic Replication of European Contingent Claims in the Case of a Single Underlying Security  
8.6	Method of Quasidifferential Operators for an Approximate Dynamic Replication of European Contingent Claims in the Case of a Multiple Underlying Security 
8.7	Method of Quasidifferential Operators for an Approximate Dynamic Replication of European Contingent Claims in the Case of a Markovian Market Populace with Beliefs Determined by Jump Diffusion Processes
; Includes bibliographical references (p. 425-439) and index
UR  - http://lcweb.loc.gov/catdir/toc/98-85188.html
ER  -