Mean variance hedging in a general jump model
Year of publication: |
2010
|
---|---|
Authors: | Kohlmann, Michael ; Xiong, Dewen ; Ye, Zhongxing |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 17.2010, 1/2, p. 29-57
|
Subject: | Hedging | Stochastischer Prozess | Stochastic process | Martingal | Martingale | Theorie | Theory |
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