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

Monique JeanblancUniversité d'Évry - Departement de MathematiquesMichael ManiaGeorgian American UniversityMarina SantacrocePolytechnic University of TurinMartin SchweizerETH Zurich

SSRN Electronic Journalrepository2011en

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Stochastic processes and financial applications Credit Risk and Financial Regulations Risk and Portfolio Optimization

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DOI: 10.2139/ssrn.1976235

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