A Martingale Characterization of Consumption Choices and Hedging Costs with Margin Requirements
- 1 July 2000
- journal article
- Published by Wiley in Mathematical Finance
- Vol. 10 (3) , 355-385
- https://doi.org/10.1111/1467-9965.00099
Abstract
No abstract availableKeywords
This publication has 0 references indexed in Scilit: