Stochastics An International Journal of Probability and Stochastic Processes
2007 / 12 Vol. 79; Iss. 6
Change of filtrations and mean–variance hedging
Kohlmann, Michael, Xiong, Dewen, Ye, ZhongxingVolume:
79
Language:
english
Journal:
Stochastics An International Journal of Probability and Stochastic Processes
DOI:
10.1080/17442500701434325
Date:
December, 2007
File:
PDF, 279 KB
english, 2007