"Hedging American contingent claims with constrained portfolios."

Ioannis Karatzas, S. G. Kou (1998)

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DOI: 10.1007/S007800050039

access: closed

type: Journal Article

metadata version: 2024-08-04

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Ioannis Karatzas, S. G. Kou:
Hedging American contingent claims with constrained portfolios. Finance Stochastics 2(3): 215-258 (1998)

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