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
Schweizer, Martin Local risk-minimization for multidimensional assets and payment streams. (English) Zbl 1153.91560 Stettner, Łukasz (ed.), Advances in mathematics of finance. Contributed papers of the 2nd general AMaMeF (advanced mathematical methods of finance) conference and Banach Center conference on advances in mathematics of finance, Bȩdlewo, Poland, April 30–May 5, 2007. Warsaw: Polish Academy of Sciences, Institute of Mathematics. Banach Center Publications 83, 213-229 (2008). MSC: 91G10 60G48 60G35 PDFBibTeX XMLCite \textit{M. Schweizer}, Banach Cent. Publ. 83, 213--229 (2008; Zbl 1153.91560)