Revision history of "The use of BSDEs to characterize the mean-variance hedging problem and the variance optimal martingale measure for defaultable claims" (Q2258827)
From MaRDI portal
Diff selection: Mark the radio buttons of the revisions to compare and hit enter or the button at the bottom.
Legend: (cur) = difference with latest revision, (prev) = difference with preceding revision, m = minor edit.
