On quadratic hedging in continuous time

Martingales and stochastic integrals in the theory of continuous trading

J. Michael Harrison, Stanley R. Pliska · Stochastic Processes and their Applications · 1981 · 2.9K citations

Engineering, Finance, Mathematics +14

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

On Square Integrable Martingales

Hiroshi Kunita, Shinzo Watanabe · Nagoya Mathematical Journal · 1967 · 627 citations · Full text

Engineering, Mathematics, Probability Theory +10

The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets

Marco Frittelli · Mathematical Finance · 2000 · 600 citations

Natural Sciences, Economics, Mathematics +15

Hedging of non-redundant contingent claims

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

Business, Insurance, Liability Insurance +4