{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,2,21]],"date-time":"2025-02-21T10:42:57Z","timestamp":1740134577098,"version":"3.37.3"},"reference-count":30,"publisher":"Wiley","license":[{"start":{"date-parts":[[2013,1,1]],"date-time":"2013-01-01T00:00:00Z","timestamp":1356998400000},"content-version":"unspecified","delay-in-days":0,"URL":"http:\/\/creativecommons.org\/licenses\/by\/3.0\/"}],"funder":[{"DOI":"10.13039\/501100012226","name":"Fundamental Research Funds for the Central Universities","doi-asserted-by":"crossref","award":["JBK130401"],"award-info":[{"award-number":["JBK130401"]}],"id":[{"id":"10.13039\/501100012226","id-type":"DOI","asserted-by":"crossref"}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Journal of Applied Mathematics"],"published-print":{"date-parts":[[2013]]},"abstract":"<jats:p>We study option pricing with risk-minimization criterion in an incomplete market where the dynamics of the risky underlying asset are governed by a jump diffusion equation. We obtain the Radon-Nikodym derivative in the minimal martingale measure and a partial integrodifferential equation (PIDE) of European call option. In a special case, we get the exact solution for European call option by Fourier transformation methods. Finally, we employ the pricing kernel to calculate the optimal portfolio selection by martingale methods.<\/jats:p>","DOI":"10.1155\/2013\/175269","type":"journal-article","created":{"date-parts":[[2013,10,31]],"date-time":"2013-10-31T00:23:30Z","timestamp":1383179010000},"page":"1-11","source":"Crossref","is-referenced-by-count":0,"title":["Continuous-Time Portfolio Selection and Option Pricing under Risk-Minimization Criterion in an Incomplete Market"],"prefix":"10.1155","volume":"2013","author":[{"ORCID":"https:\/\/orcid.org\/0000-0002-1447-6603","authenticated-orcid":true,"given":"Xinfeng","family":"Ruan","sequence":"first","affiliation":[{"name":"School of Economic Mathematics, Southwestern University of Finance and Economics, Chengdu 611130, China"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0003-2214-3806","authenticated-orcid":true,"given":"Wenli","family":"Zhu","sequence":"additional","affiliation":[{"name":"School of Economic Mathematics, Southwestern University of Finance and Economics, Chengdu 611130, China"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Jiexiang","family":"Huang","sequence":"additional","affiliation":[{"name":"School of Economic Mathematics, Southwestern University of Finance and Economics, Chengdu 611130, China"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Shuang","family":"Li","sequence":"additional","affiliation":[{"name":"Department of Mathematics and Statistics, Curtin University, Perth, WA 6102, Australia"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"311","reference":[{"issue":"3","key":"1","doi-asserted-by":"crossref","first-page":"637","DOI":"10.1086\/260062","volume":"81","year":"1973","journal-title":"Journal of Political Economy"},{"key":"2","doi-asserted-by":"publisher","DOI":"10.1016\/0304-405X(76)90022-2"},{"key":"3","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1997.tb02749.x"},{"issue":"3","key":"4","doi-asserted-by":"crossref","first-page":"1009","DOI":"10.1111\/j.1540-6261.1991.tb03775.x","volume":"46","year":"1991","journal-title":"The Journal of Finance"},{"year":"2004","series-title":"Financial Mathematics","key":"5"},{"key":"6","doi-asserted-by":"publisher","DOI":"10.1287\/mnsc.48.8.1086.166"},{"issue":"5","key":"7","doi-asserted-by":"crossref","first-page":"1833","DOI":"10.1111\/j.1540-6261.1993.tb05130.x","volume":"48","year":"1993","journal-title":"The Journal of Finance"},{"key":"8","doi-asserted-by":"publisher","DOI":"10.1111\/1468-0262.00164"},{"key":"9","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9965.2010.00468.x"},{"key":"10","doi-asserted-by":"publisher","DOI":"10.1007\/s007800050008"},{"key":"11","doi-asserted-by":"publisher","DOI":"10.1007\/s001860050100"},{"key":"12","doi-asserted-by":"publisher","DOI":"10.1007\/PL00013534"},{"year":"2009","series-title":"Princeton Series in Financial Engineering, Edited by R. 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