Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models
Wang, Wei, Jin, Zhuo, Qian, Linyi, Su, XiaonanVolume:
34
Language:
english
Journal:
Stochastic Analysis and Applications
DOI:
10.1080/07362994.2016.1166061
Date:
July, 2016
File:
PDF, 702 KB
english, 2016