An algorithmic approach to non-self-financinghedging in a discrete-time incomplete market

Research output: Contribution to journal › Article

Original language	English
Pages (from-to)	189-207
Journal	Discrete Mathematics and Applications
Volume	17
Issue number	2
State	Published - 2007

Cite this

@article{e1aad941e1874f2fbeef622425709edc,

title = "An algorithmic approach to non-self-financinghedging in a discrete-time incomplete market",

author = "Josephy, \{Norman H.\} and Lucy Kimball and Victoria Steblovskaya and Alexander Nagaev and Michael Pasniewski",

year = "2007",

language = "English",

volume = "17",

pages = "189--207",

journal = "Discrete Mathematics and Applications",

number = "2",

}

TY - JOUR

T1 - An algorithmic approach to non-self-financinghedging in a discrete-time incomplete market

AU - Josephy, Norman H.

AU - Kimball, Lucy

AU - Steblovskaya, Victoria

AU - Nagaev, Alexander

AU - Pasniewski, Michael

PY - 2007

Y1 - 2007

M3 - Article

VL - 17

SP - 189

EP - 207

JO - Discrete Mathematics and Applications

JF - Discrete Mathematics and Applications

IS - 2

ER -