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Hedging by sequential regressions revisited
Černý, Aleš; Kallsen, Jan - In: Mathematical finance : an international journal of … 19 (2009) 4, pp. 591-617
Persistent link: https://www.econbiz.de/10003937143
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A counterexample concerning the variance-optimal martingale measure
Černý, Aleš; Kallsen, Jan - In: Mathematical finance : an international journal of … 18 (2008) 2, pp. 305-316
Persistent link: https://www.econbiz.de/10003683288