An optimal investment strategy for a stream of liabilities generated by a step process in a financial market driven by a Lévy process
| Year of publication: |
2010
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|---|---|
| Authors: | Delong, Łukasz |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 47.2010, 3, p. 278-294
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