@prefix dcat: <http://www.w3.org/ns/dcat#> .
@prefix dct: <http://purl.org/dc/terms/> .
@prefix foaf: <http://xmlns.com/foaf/0.1/> .
@prefix vcard: <http://www.w3.org/2006/vcard/ns#> .
@prefix xsd: <http://www.w3.org/2001/XMLSchema#> .

<https://rec.harvest-normandie.data4citizen.com/dataset/oai-hal-hal-00708597v2> a dcat:Dataset ;
    dct:description """
              In this work, we study the problem of mean-variance hedging with a random horizon T ^ tau , where T is a deterministic constant and is a jump time of the underlying asset price process. We rst formulate this problem as a stochastic control problem and relate it to a system of BSDEs with jumps. We then provide a veri cation theorem which gives the optimal strategy for the mean-variance hedging using the solution of the previous system of BSDEs. Finally, we prove that this system of BSDEs admits a solution via a decomposition approach coming from ltration enlargement theory.
            """ ;
    dct:identifier "hal-00708597" ;
    dct:issued "2026-05-10T05:55:26.198640"^^xsd:dateTime ;
    dct:language "en" ;
    dct:modified "2026-05-10T05:55:26.198644"^^xsd:dateTime ;
    dct:publisher <https://rec.harvest-normandie.data4citizen.com/organization/cce9db95-46d9-4dc2-84b6-764215d0a002> ;
    dct:title "Mean-Variance Hedging on uncertain time horizon in a market with a jump" ;
    dcat:contactPoint [ a vcard:Organization ;
            vcard:fn "CCSD" ] ;
    dcat:distribution <https://rec.harvest-normandie.data4citizen.com/dataset/oai-hal-hal-00708597v2/resource/46fd4b7b-e651-41e0-bf65-4723fe4869d4> ;
    dcat:keyword "91b30-60g57-60h10-93e30",
        "backward-sde",
        "decomposition-in-the-reference-ltration",
        "infoeu-reposemanticspreprint",
        "jump-processes",
        "mathmath-ocmathematics-mathoptimization-and-control-mathoc",
        "mean-variance-hedging",
        "preprints-working-papers-",
        "progressive-enlargement-of-ltration",
        "random-horizon" ;
    dcat:landingPage <https://hal.science/hal-00708597> .

<https://rec.harvest-normandie.data4citizen.com/dataset/oai-hal-hal-00708597v2/resource/46fd4b7b-e651-41e0-bf65-4723fe4869d4> a dcat:Distribution ;
    dct:format "HTML" ;
    dct:issued "2026-05-10T05:55:26.212284"^^xsd:dateTime ;
    dct:modified "2026-05-10T05:55:26.181017"^^xsd:dateTime ;
    dct:title "Mean-Variance Hedging on uncertain time horizon in a market with a jump" ;
    dcat:accessURL <https://hal.science/hal-00708597> .

<https://rec.harvest-normandie.data4citizen.com/organization/cce9db95-46d9-4dc2-84b6-764215d0a002> a foaf:Agent ;
    foaf:name "test_moissonnage_selune" .

<https://hal.science/hal-00708597> a foaf:Document .