On the Structure of General Mean-Variance Hedging Strategies

Limit Theorems for Stochastic Processes.

Ditlev Monrad, Jean Jacod, Albert N. Shiryaev · Journal of the American Statistical Association · 1988 · 4.2K citations

Engineering, Mathematics, Financial Economics +16

Hedging of contingent claims under incomplete information

H. Foellmer, Martin Schweizer · OpenGrey (Institut de l'Information Scientifique et Technique) · 1990 · 768 citations

Business, Business Economics, Contract Theory +9

Regression and the Moore-Penrose Pseudoinverse.

C. G. Troskie, Arthur Albert · Journal of the American Statistical Association · 1975 · 632 citations

Natural Sciences, Computer Science, Mathematics +7

Hedging of non-redundant contingent claims

Dieter Sondermann · RePEc: Research Papers in Economics · 1985 · 475 citations

Business, Insurance, Liability Insurance +4

Option hedging for semimartingales

Martin Schweizer · Stochastic Processes and their Applications · 1991 · 393 citations

Business, Economics, Finance +10