A time-series approach to non-self-financing hedging in a discrete-time incomplete market.
Josephy, N. ; Kimball, L. ; Steblovskaya, V.
Journal of Applied Mathematics and Stochastic Analysis, Tome 2008 (2008), / Harvested from The Electronic Library of Mathematics
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Publié le : 2008-01-01
DOI : https://doi.org/10.1155/2008/275217
EUDML-ID : urn:eudml:doc:54916 
@article{05351720,
     title = {A time-series approach to non-self-financing hedging in a discrete-time incomplete market.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {2008},
     year = {2008},
     doi = {10.1155/2008/275217},
     zbl = {1152.91730},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05351720}
}

Josephy, N.; Kimball, L.; Steblovskaya, V. A time-series approach to non-self-financing hedging in a discrete-time incomplete market.. Journal of Applied Mathematics and Stochastic Analysis, Tome 2008 (2008) . doi : 10.1155/2008/275217. http://gdmltest.u-ga.fr/item/05351720/