Mean-variance hedging with oil futures (Q377447): Difference between revisions

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+Optimal Control and Hedging of Operations in the Presence of Financial Markets
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+Q3160497
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+On the structure of general mean-variance hedging strategies
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+MEAN–VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION
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+The variance-optimal martingale measure for continuous processes
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+Attainable claims with \(p\)'th moments
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+Transform Analysis and Asset Pricing for Affine Jump-diffusions
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+Simplified mean-variance portfolio optimisation
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+Q3974816
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+Q5506191
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+Mean-Variance Hedging and Numeraire
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+Continuous-time stochastic control and optimization with financial applications
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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 the minimal martingale measure and the möllmer-schweizer decomposition
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+Approximation pricing and the variance-optimal martingale measure
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+Q2771116
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+Complications with stochastic volatility models
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