Ceci, Claudia; Cretarola, Alessandra; Russo, Francesco BSDEs under partial information and financial applications. (English) Zbl 1329.60174 Stochastic Processes Appl. 124, No. 8, 2628-2653 (2014). MSC: 60H10 60H30 91B30 91G80 PDFBibTeX XMLCite \textit{C. Ceci} et al., Stochastic Processes Appl. 124, No. 8, 2628--2653 (2014; Zbl 1329.60174) Full Text: DOI arXiv
Goutte, Stéphane; Oudjane, Nadia; Russo, Francesco Variance optimal hedging for continuous time additive processes and applications. (English) Zbl 1306.60047 Stochastics 86, No. 1, 147-185 (2014). MSC: 60G51 60J25 60J75 60H05 91G10 91G80 PDFBibTeX XMLCite \textit{S. Goutte} et al., Stochastics 86, No. 1, 147--185 (2014; Zbl 1306.60047) Full Text: DOI arXiv
Goutte, Stéphane; Oudjane, Nadia; Russo, Francesco On some expectation and derivative operators related to integral representations of random variables with respect to a PII process. (English) Zbl 1288.60058 Stochastic Anal. Appl. 31, No. 1, 108-141 (2013). Reviewer: Antonis Papapantoleon (Berlin) MSC: 60G51 60H05 91G20 PDFBibTeX XMLCite \textit{S. Goutte} et al., Stochastic Anal. Appl. 31, No. 1, 108--141 (2013; Zbl 1288.60058) Full Text: DOI arXiv