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Optimal investment of variance-swaps in jump-diffusion market with regime-switching
Bo, Lijun
;
Tang, Dan
;
Wang, Yongjin
- In:
Journal of economic dynamics & control
83
(
2017
),
pp. 175-197
Persistent link: https://www.econbiz.de/10011915585
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Systemic risk mitigation in financial networks
Capponi, Agostino
;
Chen, Peng-Chu
- In:
Journal of economic dynamics & control
58
(
2015
),
pp. 152-166
Persistent link: https://www.econbiz.de/10011574650
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