Optimal Replication of Contingent Claims under Portfolio Constraints
| Year of publication: |
1998
|
|---|---|
| Authors: | Broadie, Mark ; Cvitanic, Jaksa ; Soner, H.Mete |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 11.1998, 1, p. 59-80
|