Choulli, Tahir; Krawczyk, Leszek; Stricker, Christophe \(\mathcal E\)-martingales and their applications in mathematical finance. (English) Zbl 0938.60032 Ann. Probab. 26, No. 2, 853-876 (1998). MSC: 60G48 60H05 91B28 PDFBibTeX XMLCite \textit{T. Choulli} et al., Ann. Probab. 26, No. 2, 853--876 (1998; Zbl 0938.60032) Full Text: DOI
Pham, Huyên; Rheinländer, Thorsten; Schweizer, Martin Mean-variance hedging for continuous processes: New proofs and examples. (English) Zbl 0894.90023 Finance Stoch. 2, No. 2, 173-198 (1998). MSC: 91B28 60H05 60G48 PDFBibTeX XMLCite \textit{H. Pham} et al., Finance Stoch. 2, No. 2, 173--198 (1998; Zbl 0894.90023) Full Text: DOI Link