1 results
RISK MANAGEMENT OF FINANCIAL CRISES: AN OPTIMAL INVESTMENT STRATEGY WITH MULTIVARIATE JUMP-DIFFUSION MODELS
-
- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 47 / Issue 2 / May 2017
- Published online by Cambridge University Press:
- 11 May 2017, pp. 501-525
- Print publication:
- May 2017
-
- Article
- Export citation