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most citedAutonomous Landing of a Multirotor Micro Air Vehicle on a High Velocity Ground Vehicle

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q-fin.PR2012

Optimal hedging in discrete time

Bruno Rémillard, Sylvain Rubenthaler

Building on the work of Schweizer (1995) and Cern and Kallseny (2007), we present discrete time formulas minimizing the mean square hedging error for multidimensional assets. In pa…