Biagini, Francesca; Reitsam, Thomas A dynamic version of the super-replication theorem under proportional transaction costs. (English) Zbl 1507.91210 Stochastic Anal. Appl. 41, No. 1, 80-101 (2023). MSC: 91G15 91G20 60G07 PDFBibTeX XMLCite \textit{F. Biagini} and \textit{T. Reitsam}, Stochastic Anal. Appl. 41, No. 1, 80--101 (2023; Zbl 1507.91210) Full Text: DOI arXiv
Biagini, Francesca; Guasoni, Paolo Mean-variance hedging with random volatility jumps. (English) Zbl 1035.91028 Stochastic Anal. Appl. 20, No. 3, 471-494 (2002). Reviewer: C. L. Parihar (Indore) MSC: 91B28 60H30 PDFBibTeX XMLCite \textit{F. Biagini} and \textit{P. Guasoni}, Stochastic Anal. Appl. 20, No. 3, 471--494 (2002; Zbl 1035.91028) Full Text: DOI