On the Mean-Variance Hedging Problem
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Publication:4954388
DOI10.1137/S0040585X97977136zbMath0953.60024MaRDI QIDQ4954388
M. L. Nechaev, Alexander V. Melnikov
Publication date: 6 June 2000
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97977136
60G48: Generalizations of martingales
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