@article{aef43fe0ad7d430781b73ffb7d44019d,
title = "Instantaneous Mean-Variance Hedging and Sharpe Ratio Pricing in a Regime-Switching Financial Model",
keywords = "No-good-deal pricing, Counting process, Backward stochastic differential equations, Model ambiguity, Instantaneous Sharpe ratio, Instantaneous mean-variance risk",
author = "Lukasz Delong and Antoon Pelsser",
year = "2015",
month = jan,
day = "2",
doi = "10.1080/15326349.2014.967531",
language = "English",
volume = "31",
pages = "67--97",
journal = "Stochastic Models",
issn = "1532-6349",
publisher = "Routledge/Taylor & Francis Group",
number = "1",
}