The mean-variance hedging of a defaultable option with partial information

dc.contributor.authorKohlmann, Michael
dc.contributor.authorDewen, Xiongdeu
dc.date.accessioned2011-03-22T17:49:00Zdeu
dc.date.available2011-03-22T17:49:00Zdeu
dc.date.issued2007deu
dc.description.versionpublished
dc.identifier.citationPubl. in: Stochastic Analysis and Applications 25 (2007), 4, pp. 869-893deu
dc.identifier.doi10.1080/07362990701420134
dc.identifier.urihttp://kops.uni-konstanz.de/handle/123456789/822
dc.language.isoengdeu
dc.legacy.dateIssued2009deu
dc.rightsterms-of-usedeu
dc.rights.urihttps://rightsstatements.org/page/InC/1.0/deu
dc.subject.ddc510deu
dc.titleThe mean-variance hedging of a defaultable option with partial informationeng
dc.typeJOURNAL_ARTICLEdeu
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@article{Kohlmann2007meanv-822,
  year={2007},
  doi={10.1080/07362990701420134},
  title={The mean-variance hedging of a defaultable option with partial information},
  number={4},
  volume={25},
  journal={Stochastic Analysis and Applications},
  pages={869--893},
  author={Kohlmann, Michael and Dewen, Xiong}
}
kops.citation.iso690KOHLMANN, Michael, Xiong DEWEN, 2007. The mean-variance hedging of a defaultable option with partial information. In: Stochastic Analysis and Applications. 2007, 25(4), pp. 869-893. Available under: doi: 10.1080/07362990701420134deu
kops.citation.iso690KOHLMANN, Michael, Xiong DEWEN, 2007. The mean-variance hedging of a defaultable option with partial information. In: Stochastic Analysis and Applications. 2007, 25(4), pp. 869-893. Available under: doi: 10.1080/07362990701420134eng
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kops.sourcefieldStochastic Analysis and Applications. 2007, <b>25</b>(4), pp. 869-893. Available under: doi: 10.1080/07362990701420134deu
kops.sourcefield.plainStochastic Analysis and Applications. 2007, 25(4), pp. 869-893. Available under: doi: 10.1080/07362990701420134deu
kops.sourcefield.plainStochastic Analysis and Applications. 2007, 25(4), pp. 869-893. Available under: doi: 10.1080/07362990701420134eng
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source.periodicalTitleStochastic Analysis and Applications

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