Radchenko, V. M. Minimum variance hedging in a model with jumps at Poisson random times. (Ukrainian, English) Zbl 1224.91162 Teor. Jmovirn. Mat. Stat. 78, 159-174 (2008); translation in Theory Probab. Math. Stat. 78, 175-190 (2009). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 91G20 60H05 62P05 PDFBibTeX XMLCite \textit{V. M. Radchenko}, Teor. Ĭmovirn. Mat. Stat. 78, 159--174 (2008; Zbl 1224.91162); translation in Theory Probab. Math. Stat. 78, 175--190 (2009) Full Text: DOI
Radchenko, V. M. Variance-minimizing hedging in a model with jumps at deterministic times. (English. Russian original) Zbl 1255.91407 Theory Probab. Appl. 51, No. 3, 536-545 (2007); translation from Teor. Veroyatn. Primen. 51, No. 3, 608-618 (2007). MSC: 91G20 60J75 91B25 PDFBibTeX XMLCite \textit{V. M. Radchenko}, Theory Probab. Appl. 51, No. 3, 536--545 (2007; Zbl 1255.91407); translation from Teor. Veroyatn. Primen. 51, No. 3, 608--618 (2007) Full Text: DOI