MEAN VARIANCE HEDGING IN A GENERAL JUMP MARKET
XIONG, DEWEN, KOHLMANN, MICHAELVolume:
13
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024910006005
Date:
August, 2010
File:
PDF, 370 KB
english, 2010