Dynamic programming and mean-variance hedging in discrete time.
Gugushvili, S.
Georgian Mathematical Journal, Tome 10 (2003), p. 237-246 / Harvested from The Electronic Library of Mathematics
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Publié le : 2003-01-01
EUDML-ID : urn:eudml:doc:53042 
@article{02062291,
     title = {Dynamic programming and mean-variance hedging in discrete time.},
     journal = {Georgian Mathematical Journal},
     volume = {10},
     year = {2003},
     pages = {237-246},
     zbl = {1107.91335},
     language = {en},
     url = {http://dml.mathdoc.fr/item/02062291}
}

Gugushvili, S. Dynamic programming and mean-variance hedging in discrete time.. Georgian Mathematical Journal, Tome 10 (2003) pp. 237-246. http://gdmltest.u-ga.fr/item/02062291/