MEAN VARIANCE HEDGING IN A GENERAL JUMP MARKET (Q2786037): Difference between revisions

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+An extension of mean-variance hedging to the discontinuous case
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+Mean-Variance Hedging and Stochastic Control: Beyond the Brownian Setting
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+On the structure of general mean-variance hedging strategies
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+A COUNTEREXAMPLE CONCERNING THE VARIANCE‐OPTIMAL MARTINGALE MEASURE
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+MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS
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+MORE ON MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE
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+Minimal Hellinger martingale measures of order \(q\)
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+The variance-optimal martingale measure for continuous processes
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+Calcul stochastique et problèmes de martingales
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+Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market
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+Multidimensional Backward Stochastic Riccati Equations and Applications
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+Change of filtrations and mean–variance hedging
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+The Mean-Variance Hedging of a Defaultable Option with Partial Information
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+Mean Variance Hedging in a General Jump Model
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+Dynamic programming and mean-variance hedging
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+On \(L^2\)-projections on a space of stochastic integrals
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