Sampled Control for Mean-Variance Hedging in a Jump Diffusion Financial Market

Oswaldo Luiz V. Costa, Andre Cury Maiali, Afonso de C. Pinto. Sampled Control for Mean-Variance Hedging in a Jump Diffusion Financial Market. IEEE Trans. Automat. Contr., 55(7):1704-1709, 2010. [doi]

Abstract

Abstract is missing.