Huyên Pham, Thorsten Rheinländer, Martin Schweizer. Mean-variance hedging for continuous processes: New proofs and examples. Finance and Stochastics, 2(2):173-198, 1998. [doi]
@article{PhamRS98,
title = {Mean-variance hedging for continuous processes: New proofs and examples},
author = {Huyên Pham and Thorsten Rheinländer and Martin Schweizer},
year = {1998},
doi = {10.1007/s007800050037},
url = {http://dx.doi.org/10.1007/s007800050037},
researchr = {https://researchr.org/publication/PhamRS98},
cites = {0},
citedby = {0},
journal = {Finance and Stochastics},
volume = {2},
number = {2},
pages = {173-198},
}