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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