Optimal exponential utility in a jump bond market


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XIONG, Dewen, Michael KOHLMANN, 2010. Optimal exponential utility in a jump bond market. In: Stochastic Analysis and Applications. 29(1), pp. 78-105. ISSN 0736-2994

@article{Xiong2010Optim-832, title={Optimal exponential utility in a jump bond market}, year={2010}, doi={10.1080/07362994.2011.532025}, number={1}, volume={29}, issn={0736-2994}, journal={Stochastic Analysis and Applications}, pages={78--105}, author={Xiong, Dewen and Kohlmann, Michael} }

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