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Quadratic hedging and numeraire
Gouriéroux, Christian; Laurent, Jean-Paul; Pham, Huyên - 1995
Persistent link: https://www.econbiz.de/10000924110
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Mean-variance hedging and numeraire
Gouriéroux, Christian; Laurent, Jean-Paul; Pham, Huyên - 1996
Persistent link: https://www.econbiz.de/10000950071
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Mean-variance hedging and numéraire
Gouriéroux, Christian - In: Mathematical finance : an international journal of … 8 (1998) 3, pp. 179-200
Persistent link: https://www.econbiz.de/10001245923
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Dynamic programming and mean-variance hedging
Laurent, Jean Paul; Pham, Huyên - In: Finance and stochastics 3 (1999) 1, pp. 83-110
Persistent link: https://www.econbiz.de/10001367656