Mean-Variance Hedging When There are Jumps.

Saved in:

Bibliographic Details
Title:	Mean-Variance Hedging When There are Jumps.
Authors:	Lim, Andrew E. B.
Source:	SIAM Journal on Control & Optimization; 2006, Vol. 44 Issue 5, p1893-1922, 30p
Database:	Applied Science & Technology Source

Be the first to leave a comment!