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

Oswaldo L. V. Costa, Andre Cury Maiali, Afonso de Campos Pinto (2010)

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DOI: 10.1109/TAC.2010.2046923

access: closed

type: Journal Article

metadata version: 2023-09-30

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Oswaldo L. V. Costa, Andre Cury Maiali, Afonso de Campos Pinto:
Sampled Control for Mean-Variance Hedging in a Jump Diffusion Financial Market. IEEE Trans. Autom. Control. 55(7): 1704-1709 (2010)

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