Hedging contingent claims with constrained portfolios (Q1308695)

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scientific article
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Hedging contingent claims with constrained portfolios
scientific article

    Statements

    title
    Hedging contingent claims with constrained portfolios (English)
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    author
    Jakša Cvitanić
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    Ioannis Karatzas
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    publication date
    2 January 1994
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    91G10
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    60H30
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    60G44
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    91B62
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    zbMATH DE Number
    464918
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    OpenAlex ID
    W2086565819
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