Backward Stochastic PDE and Imperfect Hedging (Q4812330): Difference between revisions

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+Hedging Derivative Securities and Incomplete Markets: An ε-Arbitrage Approach
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+Q4695454
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+Weighted norm inequalities and hedging in incomplete markets
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+Mean-variance hedging in continuous time
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+Q4085497
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+Q3969647
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+Mean-Variance Hedging and Numeraire
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+A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets
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+Calcul stochastique et problèmes de martingales
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+Dynamic programming and mean-variance hedging
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+Mean-variance hedging for continuous processes: New proofs and examples
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+On \(L^2\)-projections on a space of stochastic integrals
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+On Quadratic Cost Criteria for Option Hedging
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+Mean-variance hedging for general claims
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+Approximating random variables by stochastic integrals
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