Option pricing in incomplete markets

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},
}