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~isPartOf:"Journal of Economic Dynamics and Control"
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Hedging in incomplete markets with HARA utility
Duffie, Darrell
;
Fleming, Wendell
;
Soner, H. Mete
; …
- In:
Journal of Economic Dynamics and Control
21
(
1997
)
4-5
,
pp. 753-782
Persistent link: https://www.econbiz.de/10005229756
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2
Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs
Constantinides, George M.
;
Perrakis, Stylianos
- In:
Journal of Economic Dynamics and Control
26
(
2002
)
7-8
,
pp. 1323-1352
Persistent link: https://www.econbiz.de/10005205389
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