Martin Schweizer

1 та иш

ETH Zurich

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

   Monique Jeanblanc, Michael Mania, Marina Santacroce +1

   МақолаStochastic processes and financial applicationsSSRN Electronic Journal20110 иқтибос

   ABIABI:AkademIndex/openalex/2011.article.000342