Choi, Jungmin; Jonsson, Mattias Partial hedging in financial markets with a large agent. (English) Zbl 1178.91194 Appl. Math. Finance 16, No. 3-4, 331-346 (2009). MSC: 91G20 91B24 91G80 91G60 PDFBibTeX XMLCite \textit{J. Choi} and \textit{M. Jonsson}, Appl. Math. Finance 16, No. 3--4, 331--346 (2009; Zbl 1178.91194) Full Text: DOI
Pérez-Hernández, Leonel On the existence of an efficient hedge for an American contingent claim within a discrete time market. (English) Zbl 1151.91532 Quant. Finance 7, No. 5, 547-551 (2007). MSC: 91B28 91B26 91B30 PDFBibTeX XMLCite \textit{L. Pérez-Hernández}, Quant. Finance 7, No. 5, 547--551 (2007; Zbl 1151.91532) Full Text: DOI