Mean variance hedging in a general jump model
Michael Kohlmann, Dewen Xiong & Zhongxing Ye
| Year of publication: |
2010
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|---|---|
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003975266