摘要翻译：
在可观察事件流不包含标的资产价格过程的全部信息的情况下，考虑部分信息下的均值-方差套期保值问题。引入了一类新的鞅方程，并用该方程的解刻画了最优策略。给出了该方程与问题值过程的倒向随机微分方程之间的关系。
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英文标题：
《$L^2$-approximating pricing under restricted information》
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作者：
M. Mania, R. Tevzadze and T. Toronjadze
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最新提交年份：
2007
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Pricing of Securities        证券定价
分类描述：Valuation and hedging of financial securities, their derivatives, and structured products
金融证券及其衍生产品和结构化产品的估值和套期保值
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一级分类：Mathematics        数学
二级分类：Probability        概率
分类描述：Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用：例如中心极限定理，大偏差，随机微分方程，统计力学模型，排队论
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英文摘要：
  We consider the mean-variance hedging problem under partial information in the case where the flow of observable events does not contain the full information on the underlying asset price process. We introduce a martingale equation of a new type and characterize the optimal strategy in terms of the solution of this equation. We give relations between this equation and backward stochastic differential equations for the value process of the problem.
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PDF链接：
https://arxiv.org/pdf/0708.4095