European-type contingent claims in an incomplete market with constrained wealth and portfolio

Mathematical Finance

Volumn 9, Issue 4, 1999, Pages 387-412

  Yong, Jiongmin ^a  

^a FUDAN UNIVERSITY   (China)

Author keywords

BSDE; European contingent claim; Hedgeability; Replicability

Indexed keywords

EID: 0033242815     PISSN: 09601627     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9965.00076     Document Type: Article

References (23)

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