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most citedPricing, Hedging and Optimally Designing Derivatives Via Minimization of Risk Measures

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math.PR2011

Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs

Pauline Barrieu, Nicole El Karoui

In this paper, we study the stability and convergence of some general quadratic semimartingales. Motivated by financial applications, we study simultaneously the semimartingale and…