Author:
Biagini Francesca,Cretarola Alessandra
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Control and Optimization
Reference23 articles.
1. Biagini, F., Cretarola, A.: Local risk-minimization for defaultable markets. Preprint, LMU University of München and University of Bologna (2006)
2. Biagini, F., Cretarola, A.: Local risk-minimization for defaultable claims with recovery process. Preprint, LMU University of München and University of Bologna (2006)
3. Biagini, F., Guasoni, P.: Mean-variance hedging with random volatility jumps. Stoch. Anal. Appl. 20, 471–494 (2002)
4. Biagini, F., Pratelli, M.: Local risk minimization and numéraire. J. Appl. Probab. 36(4), 1–14 (1999)
5. Biagini, F., Guasoni, P., Pratelli, M.: Mean-variance hedging for stochastic volatility models. Math. Financ. 10(2), 109–123 (2000)
Cited by
25 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献