locally optimal strategy in terms of the structure condition and the Föllmer–Schweizer decomposition of the mean …-variance trade-off. As a by-product, this also gives new convergence results for the Föllmer–Schweizer decomposition, i.e., for …

semimartingale and explain the relations to the Föllmer-Schweizer decomposition and the minimal martingale measure. Finally we study …

semimartingale and explain the relations to the Föllmer-Schweizer decomposition and the minimal martingale measure. Finally we study …

on the Foellmer-Schweizer decomposition to the case where X is continuous, but multidimensional. …