On hedging in finite security markets (Q4541574): Difference between revisions

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+https://doi.org/10.1080/135048699334519
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+W2007953947
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+DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS<sup>1</sup>
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+Convergence of discretization procedures in dynamic programming
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+Towards a general theory of bond markets
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+Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+On Quadratic Cost Criteria for Option Hedging
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+Variance-Optimal Hedging in Discrete Time
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+Optimal consumption and arbitrage in incomplete, finite state security markets
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+The analysis of finite security markets using martingales
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+Approximations of Dynamic Programs, I
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