On infinite-horizon minimum-cost hedging under cone constraints (Q1853196): Difference between revisions

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+Minimum-cost portfolio insurance
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+DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS<sup>1</sup>
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+The Pricing of Options and Corporate Liabilities
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+Option pricing: A simplified approach
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+Hedging contingent claims with constrained portfolios
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+Asset price bubbles in Arrow-Debreu and sequential equilibrium
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+Martingales and arbitage in securities markets with transaction costs
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+Asset Pricing in Economies with Frictions
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+Q4905685
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+Rational Asset Pricing Bubbles
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