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 
@article{GMJ_2003__10_2_53042,
     author = {Gugushvili, S.},
     title = {Dynamic programming and mean-variance hedging in discrete time.},
     journal = {Georgian mathematical journal},
     pages = {237--246},
     year = {2003},
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     language = {en},
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}
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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/