Dynamic Programming and Mean-Variance Hedging in Discrete Time

Articles in the same Issue

1. On ARU-Resolutions of Uniform Spaces
2. On the Dimension Modulo Classes of Topological Spaces and Free Topological Groups
3. On the Uniform Convergence and 𝐿-Convergence of Double Fourier Series with Respect to the Walsh–Kaczmarz System
4. Dynamic Programming and Mean-Variance Hedging in Discrete Time
5. Extending Quasi-Invariant Measures by Using Subgroups of a Given Group
6. Representation of Solutions of Some Boundary Value Problems of Elasticity by a Sum of the Solutions of Other Boundary Value Problems
7. General 𝑀-Estimators in the Presence of Nuisance Parameters. Skew Projection Technique
8. A Unified Characterization of 𝑞-Optimal and Minimal Entropy Martingale Measures by Semimartingale Backward Equations
9. On the Existence of Continuous Modifications of Vector-Valued Random Fields
10. Weak Convergence of a Dirichlet-Multinomial Process
11. Time-Dependent Barrier Options and Boundary Crossing Probabilities
12. On Separation Properties for Families of Probability Measures
13. Oscillation Theorems of Nonlinear Difference Equations of Second Order
14. On Bounds for the Characteristic Functions of Some Degenerate Multidimensional Distributions
15. Estimates of Fourier Coefficients
16. On Approximate Large Deviations for 1D Diffusion