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(S,s)-adjustment strategies and hedging under Markovian dynamics
Agliardi, Elettra
;
Andergassen, Rainer
- In:
The Geneva risk and insurance review
36
(
2011
)
2
,
pp. 112-131
Persistent link: https://www.econbiz.de/10009389200
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(S,s)-adjustment Strategies and Hedging under Markovian Dynamics
Agliardi, Elettra
;
Andergassen, Rainer
- In:
The Geneva risk and insurance review
36
(
2011
)
2
,
pp. 112-132
Persistent link: https://www.econbiz.de/10009804623
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