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Mean variance hedging in a general jump model
Kohlmann, Michael; Xiong, Dewen; Ye, Zhongxing - In: Applied mathematical finance 17 (2010) 1/2, pp. 29-57
Persistent link: https://www.econbiz.de/10003975266
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Mean variance hedging in a general jump market
Xiong, Dewen; Kohlmann, Michael - In: International journal of theoretical and applied finance 13 (2010) 5, pp. 789-820
Persistent link: https://www.econbiz.de/10008904324
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The compatible bond-stock market with jumps
Xiong, Dewen; Kohlmann, Michael - In: International journal of theoretical and applied finance 14 (2011) 5, pp. 723-755
Persistent link: https://www.econbiz.de/10009298440