A general stochastic target problem with jump diffusion and an application to a hedging problem for large investors.
Saintier, Nicolas
Electronic Communications in Probability [electronic only], Tome 12 (2007), p. 106-119 / Harvested from The Electronic Library of Mathematics
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Publié le : 2007-01-01
EUDML-ID : urn:eudml:doc:116826 
@article{05212978,
     title = {A general stochastic target problem with jump diffusion and an application to a hedging problem for large investors.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {12},
     year = {2007},
     pages = {106-119},
     zbl = {1191.60090},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05212978}
}

Saintier, Nicolas. A general stochastic target problem with jump diffusion and an application to a hedging problem for large investors.. Electronic Communications in Probability [electronic only], Tome 12 (2007) pp. 106-119. http://gdmltest.u-ga.fr/item/05212978/