검색결과 : 2건
| No. | Article |
|---|---|
| 1 |
Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming Pinar MC Automatica, 44(8), 2063, 2008 |
| 2 |
A semimartingale backward equation and the variance-optimal martingale measure under general information flow Mania M, Tevzadze R SIAM Journal on Control and Optimization, 42(5), 1703, 2003 |