Mean-Variance Hedging Under Multiple Defaults Risk

Stochastic Analysis and Applications 2015 / 09 Vol. 33; Iss. 5

Mean-Variance Hedging Under Multiple Defaults Risk

Choukroun, Sébastien, Goutte, Stéphane, Ngoupeyou, Armand
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Volume:
33
Language:
english
Journal:
Stochastic Analysis and Applications
DOI:
10.1080/07362994.2015.1038569
Date:
September, 2015
File:
PDF, 935 KB
english, 2015
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