Pages that link to "Item:Q4932832"
From MaRDI portal
The following pages link to The Mean-Variance Hedging in a Bond Market with Jumps (Q4932832):
Displaying 5 items.
- Modeling the Forward CDS Spreads with Jumps (Q2893285) (← links)
- Mean–variance hedging with random volatility jumps (Q3146471) (← links)
- Mean Variance Hedging in a General Jump Model (Q3565098) (← links)
- Defaultable Bond Markets with Jumps (Q5388160) (← links)
- A note on delta hedging in markets with jumps (Q5418941) (← links)