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Convergence in incomplete market models
Wellmann, Volker, (1998)
On the pricing and hedging of credit risk in incomplete markets
Lotz, Christopher, (2000)
A general methodology to price and hedge derivatives in incomplete markets
Aurell, Erik, (2000)
Generalised sharpe ratios and asset pricing in incomplete markets
Černý, Aleš, (2003)
Mathematical techniques in finance : tools for incomplete markets
Černý, Aleš, (2004)
Dynamic programming and mean-variance hedging in discrete time