Local risk minimization for vulnerable European contingent...

Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models

Wang, Wei, Jin, Zhuo, Qian, Linyi, Su, Xiaonan
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Volume:
34
Language:
english
Journal:
Stochastic Analysis and Applications
DOI:
10.1080/07362994.2016.1166061
Date:
July, 2016
File:
PDF, 702 KB
english, 2016
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