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Leverage Constraints and the Optimal Hedging of Stock and Bond Options
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 29 / Issue 2 / June 1994
- Published online by Cambridge University Press:
- 06 April 2009, pp. 199-222
- Print publication:
- June 1994
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Optimal Replication of Options with Transactions Costs and Trading Restrictions
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 28 / Issue 1 / March 1993
- Published online by Cambridge University Press:
- 06 April 2009, pp. 117-138
- Print publication:
- March 1993
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