The Mean-Variance Hedging in a Bond Market with Jumps
Xiong, Dewen, Kohlmann, MichaelVolume:
28
Language:
english
Journal:
Stochastic Analysis and Applications
DOI:
10.1080/07362994.2010.503463
Date:
August, 2010
File:
PDF, 246 KB
english, 2010