Schweizer, Martin On the minimal martingale measure and the Föllmer-Schweizer decomposition. (English) Zbl 0837.60042 Stochastic Anal. Appl. 13, No. 5, 573-599 (1995). Reviewer: D.Lepingle (Orléans) MSC: 60G44 PDFBibTeX XMLCite \textit{M. Schweizer}, Stochastic Anal. Appl. 13, No. 5, 573--599 (1995; Zbl 0837.60042) Full Text: DOI
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