The mean-variance hedging of a defaultable option with partial information
| dc.contributor.author | Kohlmann, Michael | |
| dc.contributor.author | Dewen, Xiong | deu |
| dc.date.accessioned | 2011-03-22T17:49:00Z | deu |
| dc.date.available | 2011-03-22T17:49:00Z | deu |
| dc.date.issued | 2007 | deu |
| dc.description.version | published | |
| dc.identifier.citation | Publ. in: Stochastic Analysis and Applications 25 (2007), 4, pp. 869-893 | deu |
| dc.identifier.doi | 10.1080/07362990701420134 | |
| dc.identifier.uri | http://kops.uni-konstanz.de/handle/123456789/822 | |
| dc.language.iso | eng | deu |
| dc.legacy.dateIssued | 2009 | deu |
| dc.rights | terms-of-use | deu |
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| dc.subject.ddc | 510 | deu |
| dc.title | The mean-variance hedging of a defaultable option with partial information | eng |
| dc.type | JOURNAL_ARTICLE | deu |
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| kops.citation.bibtex | @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.iso690 | KOHLMANN, 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: 10.1080/07362990701420134 | deu |
| kops.citation.iso690 | KOHLMANN, 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: 10.1080/07362990701420134 | eng |
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