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Variance optimal hedging for continuous time additive processes and applicationsStochastics: An International Journal of Probability and Stochastic Processes, 2014, 81 (1), pp.147--185. ⟨10.1080/17442508.2013.774402⟩
Journal articles
hal-00786177v1
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Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity MarketsThe Journal of Computational Finance, 2014, 17 (2), pp.71-111. ⟨10.21314/JCF.2013.261⟩
Journal articles
inria-00473032v2
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On some expectation and derivative operators related to integral representations of random variables with respect to a PII processStochastic Analysis and Applications, 2013, 31, pp.108--141. ⟨10.1080/07362994.2013.741395⟩
Journal articles
hal-00665852v1
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