Oswaldo Luiz V. Costa, Andre Cury Maiali, Afonso de C. Pinto. Sampled control for mean-variance hedging in a jump diffusion financial market. In Proceedings of the 48th IEEE Conference on Decision and Control, CDC 2009, combined withe the 28th Chinese Control Conference, December 16-18, 2009, Shanghai, China. pages 3656-3661, IEEE, 2009. [doi]
Abstract is missing.