Pathwise Optimality in Stochastic Control
Pra, Paolo Dai, Di Masi, Giovanni B., Trivellato, Barbara
Published in SIAM journal on control and optimization (01.01.2000)
Published in SIAM journal on control and optimization (01.01.2000)
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Journal Article
Mean-variance hedging of options on stocks with Markov volatilities
DI MASI, G. B, KABANOV, YU. M, RUNGGALDIER, W. J
Published in Theory of probability and its applications (01.01.1995)
Published in Theory of probability and its applications (01.01.1995)
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Journal Article