A time-series approach to non-self-financing hedging in a discrete-time incomplete market.

Josephy, N., Kimball, L., and Steblovskaya, V.. "A time-series approach to non-self-financing hedging in a discrete-time incomplete market.." Journal of Applied Mathematics and Stochastic Analysis 2008 (2008): Article ID 275217, 20 p.-Article ID 275217, 20 p.. <http://eudml.org/doc/54916>.

@article{Josephy2008,
author = {Josephy, N., Kimball, L., Steblovskaya, V.},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
language = {eng},
pages = {Article ID 275217, 20 p.-Article ID 275217, 20 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {A time-series approach to non-self-financing hedging in a discrete-time incomplete market.},
url = {http://eudml.org/doc/54916},
volume = {2008},
year = {2008},
}

TY - JOUR
AU - Josephy, N.
AU - Kimball, L.
AU - Steblovskaya, V.
TI - A time-series approach to non-self-financing hedging in a discrete-time incomplete market.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 2008
PB - Hindawi Publishing Corporation, New York
VL - 2008
SP - Article ID 275217, 20 p.
EP - Article ID 275217, 20 p.
LA - eng
UR - http://eudml.org/doc/54916
ER -