Jump bond markets some steps towards general models in applications to hedging and utility problems
Michael Kohlmann; Dewen Xiong
| Year of publication: |
2011
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|---|---|
| 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
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| Subject: | Hedging | Theorie | Theory | Rentenmarkt | Bond market | Anleihe | Bond | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009271669