RISK MANAGEMENT OF FINANCIAL CRISES: AN OPTIMAL INVESTMENT STRATEGY WITH MULTIVARIATE JUMP-DIFFUSION MODELS

Publisher: Cambridge University Press

E-ISSN: 1783-1350|47|2|501-525

ISSN: 0515-0361

Source: ASTIN Bulletin, Vol.47, Iss.2, 2017-05, pp. : 501-525

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Abstract