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Some applications of L2-hedging with a non-negative wealth process

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References

2007Brownian Motion and Stochastic Calculus7,544 cited
1997Backward Stochastic Differential Equations in Finance2,339 cited
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1989Optimization Problems in the Theory of Continuous Trading284 cited
1994Approximating Random Variables by Stochastic Integrals179 cited
1995Continuous-time portfolio optimization under terminal wealth constraints52 cited

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2013Deterministic mean-variance-optimal consumption and investment15 cited

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