Jump bond markets some steps towards general models in applications to hedging and utility problems
Year of publication: |
2011
|
---|---|
Authors: | Kohlmann, Michael ; Xiong, Dewen |
Published in: |
Stochastic analysis, stochastic systems, and applications to finance. - New Jersey [u.a.] : World Scientific, ISBN 981-4355-70-4. - 2011, p. 145-191
|
Subject: | Theorie | Theory | Hedging | Rentenmarkt | Bond market |
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