Monique Jeanblanc

1 works

Université d'Évry - Departement de Mathematiques

1. Mean-Variance Hedging via Stochastic Control and BSDEs for General Semimartingales

   Monique Jeanblanc, Michael Mania, Marina Santacroce +1

   ArticleStochastic processes and financial applicationsSSRN Electronic Journal20110 citations

   ABIABI:AkademIndex/openalex/2011.article.000342