Föllmer-Schweizer decomposition and mean-variance hedging for general claims
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Publication:1897153
DOI10.1214/aop/1176988281zbMath0830.60040OpenAlexW1977907686MaRDI QIDQ1897153
Christophe Stricker, Pascale Monat
Publication date: 15 January 1996
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176988281
Generalizations of martingales (60G48) Financial applications of other theories (91G80) Stochastic integrals (60H05)
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