Assessing the Costs of Protection in a Context of Switching Stochastic Regimes
Barrieu, Pauline, Bellamy, Nadine, Sahut, Jean-MichelVolume:
19
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/1350486X.2011.642615
Date:
December, 2012
File:
PDF, 184 KB
english, 2012