Föllmer-Schweizer decomposition and mean-variance hedging for general claims
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Publication:1897153
DOI10.1214/AOP/1176988281zbMATH Open0830.60040OpenAlexW1977907686MaRDI QIDQ1897153FDOQ1897153
Authors: Pascale Monat, Ch. Stricker 
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
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