... time varying. Mathematical Finance, 3(2):85–99, 1993(with M. Chesney, R.J. Elliott, and H. Yang).30. Contingent claims valued and hedged by pricing and investing in a basis. Mathematical Finance, ... address the integrated portfolio management optimalinvestment problem in incomplete markets stemming from stochastic factors in the underlying risky securities.Besides being a distinguished researcher, ... forth-coming in Handbook of Financial Engineering (with J Y. Yen).85. Self-decomposability and option pricing. Mathematical Finance, 17(1):31–57, 2007 (with P. Carr, H. Geman, and M. Yor).86. Probing...