Qiang Zhang, Jiguang Han. Option pricing in incomplete markets. Appl. Math. Lett., 26(10):975-978, 2013. [doi]
@article{ZhangH13-10, title = {Option pricing in incomplete markets}, author = {Qiang Zhang and Jiguang Han}, year = {2013}, doi = {10.1016/j.aml.2013.05.002}, url = {http://dx.doi.org/10.1016/j.aml.2013.05.002}, researchr = {https://researchr.org/publication/ZhangH13-10}, cites = {0}, citedby = {0}, journal = {Appl. Math. Lett.}, volume = {26}, number = {10}, pages = {975-978}, }