貌似人气不是很旺啊,发几篇论文吧~~~
1、Hedging American contingent claims with constrained portfolios
Ioannis Karatzas and S. G. Kou 1998
2、ON THE PRICING OF CONTINGENT CLAIMS UNDER CONSTRAINTS
I. Karatzas and S. G. Kou 1996
3、Follmer-Schweizer decomposition and mean variance hedging
Monat and Stricker 1995
4、Dynamic Asset Pricing Theory with Uncertain Time Horizon
Karoui and Martellini 2001