Monat, Pascale; Stricker, Christophe The Föllmer-Schweizer decomposition. (English) Zbl 0877.60029 Engelbert, Hans-Jürgen (ed.) et al., Stochastic processes and related topics. Proceedings of the 10th winter school, Siegmundsberg, Germany, March 13–19, 1994. Amsterdam: Gordon and Breach Publishers. Stochastics Monogr. 10, 77-89 (1996). Reviewer: Yu.M.Kabanov (Besançon) MSC: 60G44 PDFBibTeX XMLCite \textit{P. Monat} and \textit{C. Stricker}, Stochastics Monogr. 10, 77--89 (1996; Zbl 0877.60029)
Monat, Pascale; Stricker, Christophe Föllmer-Schweizer decomposition and mean-variance hedging for general claims. (English) Zbl 0830.60040 Ann. Probab. 23, No. 2, 605-628 (1995). Reviewer: D.Lepingle (Orléans) MSC: 60G48 60H05 91G80 PDFBibTeX XMLCite \textit{P. Monat} and \textit{C. Stricker}, Ann. Probab. 23, No. 2, 605--628 (1995; Zbl 0830.60040) Full Text: DOI
Monat, Pascale; Stricker, Christophe Föllmer-Schweizer decomposition and closedness of \(G_ T(\Theta)\). (Décomposition de Föllmer-Schweizer et fermeture de \(G_ T(\Theta)\).) (French) Zbl 0797.60040 C. R. Acad. Sci., Paris, Sér. I 318, No. 6, 573-576 (1994). MSC: 60G44 PDFBibTeX XMLCite \textit{P. Monat} and \textit{C. Stricker}, C. R. Acad. Sci., Paris, Sér. I 318, No. 6, 573--576 (1994; Zbl 0797.60040)