Optimal Replication of Contingent Claims under Portfolio...

Review of Financial Studies 1998 / 01 Vol. 11; Iss. 1

Optimal Replication of Contingent Claims under Portfolio Constraints

Broadie, M., Cvitani , J., Soner, H. M.
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Volume:
11
Language:
english
Journal:
Review of Financial Studies
DOI:
10.1093/rfs/11.1.59
Date:
January, 1998
File:
PDF, 363 KB
english, 1998
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