Nikolai Dokuchaev. Optimal replication of random claims by ordinary integrals with applications in finance. In Fariba Fahroo, Wei Kang, Qing Zhang 0003, editors, Proceedings of the SIAM Conference on Control and its Applications, July 8-10, 2013, San Diego, CA, USA. pages 59-66, SIAM, 2013. [doi]
Abstract is missing.