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  • Calculation of the components on the hedging portfolio misunderstood markets with non-deterministic behavior of the buyers of shares.

    We consider a one-step part (B, S) - a market with an infinite number of states. The first part of the article deals with modeling of random behavior of an infinite number of aggressive buyers of the shares in the financial market. There will be described one way to exit the buyers of shares on the market, the gap between the announcement of the share price. In the second part of the article presents the procedure hedge payment obligation (bp), which uses interpolation of incomplete full-arbitrage market economies (Haar interpolation method).

    Keywords: Stochastic basis, financial market, martingale measure,the weakened property of the universal Haar uniqueness, self-financing portfolios, capital of portfolio, contingent claim.