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

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KOHLMANN, Michael, Xiong DEWEN, 2007. The mean-variance hedging of a defaultable option with partial information. In: Stochastic Analysis and Applications. 25(4), pp. 869-893. Available under: doi: 10.1080/07362990701420134

@article{Kohlmann2007meanv-822, title={The mean-variance hedging of a defaultable option with partial information}, year={2007}, doi={10.1080/07362990701420134}, number={4}, volume={25}, journal={Stochastic Analysis and Applications}, pages={869--893}, author={Kohlmann, Michael and Dewen, Xiong} }

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