Geodesic
Dynamic programming and mean-variance hedging in discrete time.
Georgian Mathematical Journal, Tome 10 (2003) no. 2, pp. 237-246.

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Keywords: dynamic programming, optimality principle 
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     author = {Gugushvili, S.},
     title = {Dynamic programming and mean-variance hedging in discrete time.},
     journal = {Georgian Mathematical Journal},
     pages = {237--246},
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     url = {http://geodesic.mathdoc.fr/item/GMJ_2003__10_2_53042/}
}
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Gugushvili, S. Dynamic programming and mean-variance hedging in discrete time.. Georgian Mathematical Journal, Tome 10 (2003) no. 2, pp. 237-246. http://geodesic.mathdoc.fr/item/GMJ_2003__10_2_53042/