Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models Journal Articles Refereed uri icon

Overview

Published in

  • Stochastic Analysis and Applications

Time

Date/time value

  • 2016

Identity

Digital Object Identifier (DOI)

  • 10.1080/07362994.2016.1166061

Additional Document Info

Parent Title

  • STOCHASTIC ANALYSIS AND APPLICATIONS

Volume

  • 34

Issue

  • 4

Publisher

  • Taylor & Francis Ltd