Optimal Exponential Utility in a Jump Bond Market

Optimal Exponential Utility in a Jump Bond Market

Xiong, Dewen, Kohlmann, Michael
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Volume:
29
Language:
english
Journal:
Stochastic Analysis and Applications
DOI:
10.1080/07362994.2011.532025
Date:
December, 2010
File:
PDF, 267 KB
english, 2010
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