Mean Variance Hedging in a General Jump Model

Author: Kohlmann Michael   Xiong Dewen   Ye Zhongxing  

Publisher: Routledge Ltd

ISSN: 1466-4313

Source: Applied Mathematical Finance, Vol.17, Iss.1, 2010-03, pp. : 29-57

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract