Risk minimization in financial markets modeled by Itô-Lévy processes
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s13370-014-0248-9.pdf
Reference22 articles.
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4. Di Nunno, G., Øksendal, B., Proske, F.: Malliavin Calculus for Lévy Processes with Applications to Finance. Springer, New York (2009)
5. Epstein, L., Zin, S.: Substitution, risk aversion, and the temporal behavior of consumption and asset returns: an empirical analysis. J. Polit. Econ. 99, 263–286 (1991)
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