Change of filtrations and mean-variance hedging

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KOHLMANN, Michael, Dewen XIONG, Zhongxing YE, 2007. Change of filtrations and mean-variance hedging. In: Stochastics. 79(6), pp. 539-562

@article{Kohlmann2007Chang-765, title={Change of filtrations and mean-variance hedging}, year={2007}, doi={10.1080/17442500701434325}, number={6}, volume={79}, journal={Stochastics}, pages={539--562}, author={Kohlmann, Michael and Xiong, Dewen and Ye, Zhongxing} }

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