Ismail Laachir, Francesco Russo. BSDEs, Càdlàg Martingale Problems, and Orthogonalization under Basis Risk. SIAM J. Financial Math., 7(1):308-356, 2016. [doi]
@article{LaachirR16,
title = {BSDEs, Càdlàg Martingale Problems, and Orthogonalization under Basis Risk},
author = {Ismail Laachir and Francesco Russo},
year = {2016},
doi = {10.1137/140996239},
url = {http://dx.doi.org/10.1137/140996239},
researchr = {https://researchr.org/publication/LaachirR16},
cites = {0},
citedby = {0},
journal = {SIAM J. Financial Math.},
volume = {7},
number = {1},
pages = {308-356},
}