Hedging Contingent Claims with Constrained Portfolios and Nonlinear Wealth Dynamics

2007 ◽  
Author(s):  
Dirk Ebmeyer
Keyword(s):  
2015 ◽  
Vol 18 (3) ◽  
pp. 27-58 ◽  
Author(s):  
Hideharu Funahashi ◽  
Masaaki Kijima

1978 ◽  
Vol 51 (4) ◽  
pp. 653 ◽  
Author(s):  
Rolf W. Banz ◽  
Merton H. Miller
Keyword(s):  

1993 ◽  
Vol 3 (3) ◽  
pp. 295-308 ◽  
Author(s):  
David B. Colwell ◽  
Robert J. Elliott

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