Optimal Momentum Hedging via Hypoelliptic Reduced Monge--Amp[e-grave]re PDE

@article{Stojanovic2004OptimalMH,
  title={Optimal Momentum Hedging via Hypoelliptic Reduced Monge--Amp[e-grave]re PDE},
  author={Srdjan Stojanovic},
  journal={SIAM J. Control and Optimization},
  year={2004},
  volume={43},
  pages={1151-1173}
}