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European-type contingent claims in an incomplete market with constrained wealth and portfolio
Yong, Jiongmin
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 387-412
Persistent link: https://www.econbiz.de/10001444273
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Replication of American contingent claims in incomplete markets
Yong, Jiongmin
- In:
International journal of theoretical and applied finance
4
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2001
)
3
,
pp. 439-466
Persistent link: https://www.econbiz.de/10001584362
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