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

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