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Assessing the Costs of Protection in a Context of Switching Stochastic Regimes
Barrieu, Pauline
;
Bellamy, Nadine
;
Sahut, Jean-Michel
- In:
Applied mathematical finance
19
(
2012
)
6
,
pp. 495-512
Persistent link: https://www.econbiz.de/10010025386
Saved in:
2
Assessing the costs of protection in a context of switching stochastic regimes
Barrieu, Pauline
;
Bellamy, Nadine
;
Sahut, Jean-Michel
- In:
Applied mathematical finance
19
(
2012
)
5/6
,
pp. 495-511
Persistent link: https://www.econbiz.de/10009710932
Saved in:
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