Approximation pricing and the variance-optimal martingale measure (Q1922074): Difference between revisions

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+Martingale laws, densities and decomposition of Föllmer-Schweizer
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+A Stochastic Control Approach to the Pricing of Options
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+Hedging contingent claims with constrained portfolios
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+The variance-optimal martingale measure for continuous processes
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+Mean-variance hedging in continuous time
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+Föllmer-Schweizer decomposition and mean-variance hedging for general claims
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+Arbitrage pricing of contingent claims
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+Mean-variance hedging for general claims
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+Approximating random variables by stochastic integrals
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+Variance-Optimal Hedging in Discrete Time
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+On the minimal martingale measure and the möllmer-schweizer decomposition
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+Arbitrage et lois de martingale. (Arbitrage and martingale laws)
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