MEAN-VARIANCE HEDGING FOR PARTIALLY OBSERVED DRIFT PROCESSES (Q3523572): Difference between revisions

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+The variance-optimal martingale measure for continuous processes
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+Risk-minimizing hedging strategies under restricted information: The case of stochastic volatility models observable only at discrete random times
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+Mean-Variance Hedging and Numeraire
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+Optimal trading strategy for an investor: the case of partial information
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+On \(L^2\)-projections on a space of stochastic integrals
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+RISK‐MINIMIZING HEDGING STRATEGIES UNDER RESTRICTED INFORMATION
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+Publication:3523572