Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Mean-variance Hedging in the Discontinuous Case   The results on the mean-variance hedging problem in Gouri\'eroux, Laurent and
Pham (1998), Rheinl\"ander and Schweizer (1997) and Arai (2005) are extended to
discontinuous semimartingale models. When the num\'eraire method is used, we
only assume the Radon-Nikodym derivative of the variance-optimal signed
martingale measure (VSMM) is non-zero almost surely (but may be strictly
negative). When discussing the relation between the solutions and the
Galtchouk-Kunita-Watanabe decompositions under the VSMM, we only assume the
VSMM is equivalent to the reference probability.

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The categories of this paper are: plasm-ph
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The categories of this paper are: chao-dyn
5
The categories of this paper are: gr-qc
4
The categories of this paper are: cond-mat
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The categories of this paper are: astro-ph
1
The categories of this paper are: cs
3
The categories of this paper are: physics
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The categories of this paper are: hep-lat
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The categories of this paper are: adap-org
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The categories of this paper are: eess
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The categories of this paper are: ao-sci
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The categories of this paper are: stat
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The categories of this paper are: mtrl-th
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The categories of this paper are: alg-geom
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The categories of this paper are: comp-gas
12
The categories of this paper are: nucl-th