%0 Journal Article
%T Extension and Proof of the Continuous-Time Dynamic Replication Theorem<br>连续时间动态复制定理的推广与证明（英文）
%A LIU Hailong
%A WU Chongfeng
%A <br>刘海龙
%A 吴冲锋
%J 控制理论与应用
%D 2002
%I 
%X This paper extends the continuous time dynamic replication theorem for incomplete Markets, which is proposed by Bertsimas, Kogan and Lo (1997). Then this extended dynamic replication theorem is proved using the theory of the stochastic optimal control.
%K dynamic replication
%K incomplete markets
%K continuous
%K time
%K stochastic optimal control<br>动态复制
%K 非完全市场
%K 连续时间
%K 随机最优控制
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=5B3AB970F71A803DEACDC0559115BFCF0A068CD97DD29835&cid=8240383F08CE46C8B05036380D75B607&jid=970898A57DFC021F93AB51667BAED7F7&aid=00818027164ECB4D&yid=C3ACC247184A22C1&vid=2A8D03AD8076A2E3&iid=38B194292C032A66&sid=FB36B1C076A263FA&eid=522844664D9E629A&journal_id=1000-8152&journal_name=控制理论与应用&referenced_num=0&reference_num=10