On infinite-horizon minimum-cost hedging under cone constraints
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Publication:1853196
DOI10.1016/S0165-1889(01)00037-9zbMath1027.91033OpenAlexW2169254972MaRDI QIDQ1853196
Publication date: 21 January 2003
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1889(01)00037-9
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- DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1
- Option pricing: A simplified approach
- Asset Pricing in Economies with Frictions
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