Schweizer, Martin; Pham, HuyËn; (*), Thorsten RheinlÄnder - In: Finance and Stochastics 2 (1998) 2, pp. 173-198
$\widehat K=\int \widehat\lambda^{\rm tr}\,d\langle M\rangle\,\widehat\lambda$ the mean-variance tradeoff process of $X$. Let … mean-variance optimal hedging strategy $\xi^{(c)}$ by definition minimizes the distance in ${\cal L}^2(P)$ between $H … FÃllmer-Schweizer decomposition. If moreover $X$ is continuous and satisfies an additional condition, we can describe the mean-variance …