Locally Risk Minimizing Hedging Strategy Under a Regime Switching Lėvy Model

WANG Wei, QIAN Linyi, WEN Limin

Acta Mathematicae Applicatae Sinica ›› 2013, Vol. 36 ›› Issue (6) : 1053-1071.

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Acta Mathematicae Applicatae Sinica ›› 2013, Vol. 36 ›› Issue (6) : 1053-1071. DOI: 10.12387/C2013094

Locally Risk Minimizing Hedging Strategy Under a Regime Switching Lėvy Model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 2013, 36(6): 1053-1071 https://doi.org/10.12387/C2013094

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