Biagini, Francesca
ORCID: https://orcid.org/0000-0001-9801-5259 and Guasoni, Paolo
(2002):
Mean–variance hedging with random volatility jumps.
In: Stochastic Analysis and Applications, Vol. 20, No. 3: pp. 471-494
External fulltext: https://www.tandfonline.com/doi/full/10.1081/SAP-120004112
Additional link: https://www.tandfonline.com/toc/lsaa20/20/3?nav=tocList
| Item Type: | Journal article |
|---|---|
| Faculties: | Mathematics, Computer Science and Statistics > Mathematics > Workgroup Financial Mathematics |
| Subjects: | 500 Science > 510 Mathematics |
| ISSN: | 0736-2994 |
| Language: | English |
| Item ID: | 110011 |
| Date Deposited: | 26. Mar 2024, 08:11 |
| Last Modified: | 26. Mar 2024, 08:11 |
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