Okhrati, Ramin; Balbás, Alejandro; Garrido, José Hedging of defaultable claims in a structural model using a locally risk-minimizing approach. (English) Zbl 1348.60067 Stochastic Processes Appl. 124, No. 9, 2868-2891 (2014). MSC: 60G48 60G51 91G80 PDFBibTeX XMLCite \textit{R. Okhrati} et al., Stochastic Processes Appl. 124, No. 9, 2868--2891 (2014; Zbl 1348.60067) Full Text: DOI arXiv
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
Choulli, Tahir; Vandaele, Nele; Vanmaele, Michèle The Föllmer-Schweizer decomposition: comparison and description. (English) Zbl 1196.60077 Stochastic Processes Appl. 120, No. 6, 853-872 (2010). Reviewer: Thomas Wakefield (Youngstown) MSC: 60G46 PDFBibTeX XMLCite \textit{T. Choulli} et al., Stochastic Processes Appl. 120, No. 6, 853--872 (2010; Zbl 1196.60077) Full Text: DOI