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Convergence in incomplete market models
Wellmann, Volker, (1998)
On the pricing and hedging of credit risk in incomplete markets
Lotz, Christopher, (2000)
A general methodology to price and hedge derivatives in incomplete markets
Aurell, Erik, (2000)
An extension of mean-variance hedging to the discontinuous case
Arai, Takuji, (2005)
Some remarks on mean-variance hedging for discontinuous asset price processes
Convex rsik measures on Orlicz spaces : inf-convolution and shortfall
Arai, Takuji, (2010)