Continuous-Time Portfolio Selection and Option Pricing under Risk-Minimization Criterion in an Incomplete Market

Xinfeng Ruan, Wenli Zhu, Jiexiang Huang, Shuang Li. Continuous-Time Portfolio Selection and Option Pricing under Risk-Minimization Criterion in an Incomplete Market. J. Applied Mathematics, 2013, 2013. [doi]

Abstract

Abstract is missing.