Hedging in incomplete markets with HARA utility
| Year of publication: |
1997
|
|---|---|
| Authors: | Duffie, Darrell ; Fleming, Wendell ; Soner, H. Mete ; Zariphopoulou, Thaleia |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 21.1997, 4-5, p. 753-782
|
| Publisher: |
Elsevier |