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本附件包括:
- Monat Stricker 1995 FS decomposition and mean variance hedging.pdf
- Karatzas Kou contingent claims.pdf
- Karoui Martellini Dynamic_Asset_Pricing_Theory_with_Uncertain_Time-Horizon.pdf
- Karatzas Kou 1998 Hedging American contingent.pdf
貌似人气不是很旺啊,发几篇论文吧~~~
1、Hedging American contingent claims with constrained portfolios
Ioannis Karatzas and S. G. Kou 1998
2、ON THE PRICING OF CONTINGENT CLAIMS UNDER CONSTRAINTS
I. Karatzas and S. G. Kou 1996
3、Follmer-Schweizer decomposition and mean variance hedging
Monat and Stricker 1995
4、Dynamic Asset Pricing Theory with Uncertain Time Horizon
Karoui and Martellini 2001